Kernel module is not building

I have a problem with kmod-ipt-nat which doesn't build and causes this error

ConfiguriCollected errors:

  • satisfy_dependencies_for: Cannot satisfy the following dependencies for luci-app-firewall:
  • kmod-ipt-nat *
  • opkg_install_cmd: Cannot install package luci-app-firewall.

I have it enabled in menuconfig.
Is there a way to find out why this module was switched off during the build?

I am trying to build kernel (4.9.44) with features which will allow me to run docker-engine so basically I selected those options:
After that ipt-nat is not building despite being selected.
Can you see some options that could cause it?

Is there a way to build single kernel module?