scripts: check_compliance should not generate soc/shield Kconfig files

Fixes: #38463

With 6be1b2af then Zephyr shields and
soc Kconfig are always sourced from Kconfig directly.

However, check_compliance.py generates Kconfig files for sourcing the
same files thus sourcing the same files twice.
The end result is a lot of Kconfig warnings as described in #38463.

Removing the generated Kconfig files as this is no longer needed after
6be1b2af has been introduced.

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