The command line parsing code calls X11_args(), which removes options from the command line if they have already been processed. If the number of remaining options after this call is > 0, then the code assumes that they represent file names to be executed and fails to enter interactive mode. However if you configure --without-x then X11_args() is not called. In this case all the command line options are still there, and the program incorrectly concludes it is not being run interactively.
So a no-x11 version of gnuplot responds to
by immediately exiting. This also makes it awkward to add new command line options, because unless they are eaten by X11_args() the presence of the new option makes the program disable interactive mode.