default or selected kernelversion does not have config value CONFIG_MLX5_CORE_EN_VXLAN.
Result is shown for kernelversion 5.4.229

VXLAN offloads Support

configname: CONFIG_MLX5_CORE_EN_VXLAN

Linux Kernel Configuration
└─>Device Drivers
└─>Network device support
└─>Ethernet driver support
└─>VXLAN offloads Support
In linux kernel since version 4.6 (release Date: 2016-05-15)  
Say Y here if you want to use VXLAN offloads in the driver.