kernelconfig_penguin
default or selected kernelversion does not have config value CONFIG_NETFILTER_DEBUG.
Result is shown for kernelversion 6.5.1

Network packet filtering debugging

configname: CONFIG_NETFILTER_DEBUG

Linux Kernel Configuration
└─> Networking support
└─> Networking options
└─> Network packet filtering framework (Netfilter)
└─> Network packet filtering debugging

In linux kernel since version 2.6.12  

You can say Y here if you want to get additional messages useful in
debugging the netfilter code.