[gdb/testsuite] Fix gdb.gdb/index-file.exp with -g0

When building gdb with -g0 and running test-case gdb.gdb/index-file.exp, we
run into:
...
(gdb) save gdb-index index_1^M
Error while writing index for `xgdb': No debugging symbols^M
(gdb) FAIL: gdb.gdb/index-file.exp: create gdb-index file
...

Fix this by instead emitting an unsupported, and bailing out.

Tested on aarch64-linux.