Target GDB enables zlib support if zlib is enabled for the target. The dependency is set correctly too. However, when configuring it only passes '--with-zlib' which enables the internally shipped zlib library and does not use the system one, which the dependency would imply. The correct (possibly additional) configure flag would be '--with-system-zlib' to use the one available on the system already.
Dirk, All, Thanks for the report. We believe that has now been fixed with commit 3341ceb1e585 (package/gdb: zlib is mandatory, not optional) from Fabrice. If the problem persists, please re-open. Regards, Yann E. MORIN.