CONFIG_GDB_CONSOLE is not available for thedefaultarchitecture x86.
Result is shown for architecture mn10300
default or selected kernelversion does not have config value CONFIG_GDB_CONSOLE.
Result is shown for kernelversion 6.7-rc3

Console output to GDB

configname: CONFIG_GDB_CONSOLE

Linux Kernel Configuration
└─>Kernel hacking
└─>Console output to GDB
In linux kernel since version 2.6.12  
If you are using GDB for remote debugging over a serial port and
would like kernel messages to be formatted into GDB $O packets so
that GDB prints them as program output, say 'Y'.

depends
CONFIG_GDBSTUB