This is because the gdbsupport configure script doesn't source
bfd/development.sh to set the development variable. When $development
is unset, GDB_AC_SELFTEST defaults to enabling selftests. I don't think
the macro was written with this intention in mind, it just happens to be
that way.
So gdbsupport thinks selftests are enabled, while gdb thinks they are
disabled. gdbsupport compiles in code that calls selftests:: functions,
which are normally provided by gdb, but gdb doesn't provide them, hence
the undefined references.
Fix this by sourcing bfd/development.sh in gdbsupport/configure.ac, so
that the development variable is set.