default or selected kernelversion does not have config value CONFIG_NET_CLS_POLICE.
Result is shown for kernelversion 5.4.123

Traffic policing (needed for in/egress)

modulename: police.ko


Linux Kernel Configuration
└─>Networking support
└─>Networking options
└─>QoS and/or fair queueing
└─>Traffic policing (needed for in/egress)
In linux kernel since version 2.6.12  
Say Y to support traffic policing (bandwidth limits). Needed for
ingress and egress rate limiting.

source code: