CONFIG_KGDB_CONSOLE is not available for thedefaultarchitecture x86.
Result is shown for architecture ppc
default or selected kernelversion does not have config value CONFIG_KGDB_CONSOLE.
Result is shown for kernelversion 5.19-rc1

Enable serial console thru kgdb port


Linux Kernel Configuration
└─>Kernel hacking
└─>Enable serial console thru kgdb port
In linux kernel since version 2.6.17 (release Date: 2006-06-17)  
If you enable this, all serial console messages will be sent
over the gdb stub.
If unsure, say N.