CONFIG_DEBUG_EFI is not available for thedefaultarchitecture x86.
Result is shown for architecture arm64

UEFI debugging

configname: CONFIG_DEBUG_EFI

Linux Kernel Configuration
└─>UEFI debugging
In linux kernel since version 3.10 (release Date: 2013-06-30)  
Enable this option to include EFI specific debugging features into
the kernel that are only useful when using a debug build of the
UEFI firmware