CONFIG_MACHCHK_WARNING is not available for thedefaultarchitecture x86.
Result is shown for architecture s390
default or selected kernelversion does not have config value CONFIG_MACHCHK_WARNING.
Result is shown for kernelversion 5.4.123

Process warning machine checks

configname: CONFIG_MACHCHK_WARNING

Linux Kernel Configuration
└─>Base setup
└─>Process warning machine checks
In linux kernel since version 2.6.12  
Select this option if you want the machine check handler on IBM S/390 or
zSeries to process warning machine checks (e.g. on power failures).
If unsure, say "Y".