It seems that GDB is included in the base install for FreeBSD 11.3, but not for FreeBSD 12.1. Also, for FreeBSD 11.3, the stock one is:
GNU gdb 6.1.1 [FreeBSD] Copyright 2004 Free Software Foundation, Inc.
so it is likely useless.
Let's ensure a usable GDB is available on both FreeBSD versions currently used in CI.