[gdb/testsuite] Detect 'No MPX support'

[gdb/testsuite] Detect 'No MPX support'

On openSUSE Leap 15.3, mpx support has been disabled for m32, so I run into:
...
(gdb) run ^M
Starting program: outputs/gdb.arch/i386-mpx/i386-mpx ^M
[Thread debugging using libthread_db enabled]^M
Using host libthread_db library "/lib64/libthread_db.so.1".^M
No MPX support^M
...
and eventually into all sort of fails in this and other mpx test-cases.

Fix this by detecting the "No MPX support" message in have_mpx.

Tested on x86_64-linux with target boards unix and unix/-m32.