Why is the configuration file for gnutls not honored?

Based on documentation for gnutls (https://www.gnutls.org/manual/html_node/System_002dwide-configuration-of-the-library.html#System_002dwide-configuration-of-the-library) it can be configured via /etc/gnutls/config. That file (or path) doesn't exist on my Ubuntu 18.04.4 system. When I create the file and add content to it, it doesn't appear to be honored.

Does the Ubuntu distro of this package place that configuration file elsewhere? Was it compiled to ignore any filesystem configuration files?

Example:

When I run:
  gnutls-cli --priority="NORMAL:+AES-256-CBC:+SHA256" vpnserver.tld
I'm able to successfully connect to that server.
The application I'm using (openconnect) which calls gnutls doesn't appear to have an option to pass special parameters when the library is invoked to establish a TLS session. It is effectively calling:
  gnutls-cli vpnserver.tld
which fails.

Based on the documentation I referenced earlier, I created /etc/gnutls/config and added the following to it:
  [overrides]
  default-priority-string = NORMAL:+AES-256-CBC:+SHA256
which should have caused the default "Priority" (aka profile) to be passed as the string above. If I now run:
  gnutls-cli vpnserver.tld
I would have expected the 'default-priority-string' value from the config file to pass the equivalent of my initial gnutls-cli command. Unfortunately, it does not, which leads me to believe that the config file isn't honored or is configured in the gnutls library to expect that config file elsewhere.