default or selected kernelversion does not have config value CONFIG_IP_NF_CONNTRACK_SECMARK.
Result is shown for kernelversion 5.15.113

Connection tracking security mark support


Linux Kernel Configuration
└─>Networking options
└─>Network packet filtering (replaces ipchains)
└─>IP: Netfilter Configuration
└─>Connection tracking security mark support
In linux kernel since version 2.6.18 (release Date: 2006-09-19)  
This option enables security markings to be applied to
connections. Typically they are copied to connections from
packets using the CONNSECMARK target and copied back from
connections to packets with the same target, with the packets
being originally labeled via SECMARK.

If unsure, say 'N'.