Don't run gdb.gdb/ selftests if use_gdb_stub is true

If we make the native-gdbserver board be !is_remote, then the few
tests that use the selftest-support.exp routines to debug gdb itself
start running, and fail, with something like:

  Running ..../src/gdb/testsuite/gdb.gdb/selftest.exp ...
  ERROR: tcl error sourcing ..../src/gdb/testsuite/gdb.gdb/selftest.exp.
  ERROR: gdbserver does not support run [....] without extended-remote
      while executing
  "error "gdbserver does not support $command without extended-remote""
      (procedure "gdb_test_multiple" line 25)
      invoked from within
  "gdb_test_multiple "run $INTERNAL_GDBFLAGS" "$description" {
	  -re "Starting program.*Breakpoint \[0-9\]+,.*$function \\(\\).* at .*main.c:.*$gdb..."
      (procedure "selftest_setup" line 45)

This commit makes sure those tests continue to be skipped.

gdb/testsuite/ChangeLog:
2017-10-13  Pedro Alves  <palves@redhat.com>

	* lib/selftest-support.exp (selftest_setup): Extend comments, and
	also skip on stub-like targets.