The openSUSE -- probably other Linux CI builders, too -- image doesn't have avahi properly installed, so building kdnssd finds no backend to use. See https://build.kde.org/job/Frameworks%20kdnssd%20kf5-qt5%20SUSEQt5.10/lastSuccessfulBuild/console for a full log. Windows doesn't have it, either.
See https://phabricator.kde.org/D13328 where it becomes mandatory to have a backend -- although we could discuss whether a backend should be required.