U-Boot isn't a package provided by OpenWrt. It would have been installed by the OEM as the device's bootloader. In most circumstances and devices, the bootloader isn't altered to install OpenWrt.
Take a look in include/u-boot.mk at UBOOT_CONFIG:=$(1) which later becomes $(UBOOT_CONFIG)_config, it takes name of the device as specified in the package recipe. The config is part of U-Boot source, so You can add patch for the config, like it's done in any other packages, or inject an additional step like it's done here: https://github.com/openwrt/openwrt/blob/main/package/boot/uboot-d1/Makefile#L69.