CONFIG_NATFEAT is not available for thedefaultarchitecture x86.
Result is shown for architecture m68k

ARAnyM emulator support

configname: CONFIG_NATFEAT

Linux Kernel Configuration
└─>Platform devices
└─>ARAnyM emulator support
In linux kernel since version 2.6.39 (release Date: 2011-05-18)  
This option enables support for ARAnyM native features, such as
access to a disk image as /dev/hda.