Hi,
I was seeing the same screen as you (missing GDB entry on the C/C++ --> Debug tree) in several versions of CCS installed across my systems. However, given the Eclipse online help mentions the GDB entries, I decided to create a debug configuration for my board (similar to what is described here) and voilà - the GDB entries were added there.
Since I never configured GDB from the menu Preferences, I never paid attention to these entries before. This behavior tells me these options are dynamically added/configured depending on the capabilities used.
Hope this helps,
Rafael