Before the recent changes with binary renaming, both mariadb_config and mysql_config were actual (different) binaries, not a binary and a symlink. Now mariadb_config is still present, but mysql_config is gone, and a symlink isn't created either. From cmake/symlinks.cmake it appears that the symlink is meant to exist, but it is directed to point at mariadb-config instead of mariadb_config.
Apparently it is not created because such a binary doesn't exist.
I'm not sure whether mariadb_config binary needs to be renamed, or the link creation needs to be fixed, but they should correlate.