[gdb/testsuite] Skip do_self_tests on remote host
In do_self_tests we try to find out the location of the gdb to debug, which
will then be copied and renamed to xgdb.
In principle, the host board specifies the location of GDB, on host.
With remote host, we could upload that gdb from host to build/target, but we
would miss the data directory (which is listed as the reason to skip
do_self_tests for remote target).
We could fix that by instead taking the gdb from build instead, but that
wouldn't work with installed testing.
It seems easier to just skip this on remote host.
It could be made to work for the "[is_remote host] && [is_remote target]
&& host == target" scenario (see board local-remote-host-native.exp), but
that doesn't seem worth the effort.
Tested on x86_64-linux.