Kernel module pktgen not installed to image

Kernel packet generator (pktgen) isn't installed to the image when compiled as loadable module (=m).
I'm enabling the pktgen module as a loadable module via the openwrt menuconfig, the pktgen.ko is created and copied to the staging dir and the target dir but not to the final image.

How do loadable modules that are compiled within the kernel get installed to the image?

By selecting "*" instead of "m".

m means "just build the module, but do not install it into image".

Ps. Note that you could install the compiled .ipk to the live router with opkg.