scripts: check_compliance.py: include known Zephyr Kconfig glue code

Fixes: #31436

This fix adds ZEPHYR_<MODULE_NAME>_KCONFIG variable to compliance check.
This ensures that Zephyr Kconfig glue code is included in the
compliance check, and thus remove the issue reported in #31436.

Signed-off-by: Torsten Rasmussen <Torsten.Rasmussen@nordicsemi.no>