[I'm fixing this for the public headers, but I'm not going to bother for the SDL library code (yet)]

To clarify: Normaly, GCC (or, to be precise, the preprocessor) will ignore
this, and compile the code happily. However, one can specify -Wundef to get a
warning about this.

One can probably argue whether to consider this a bug or not; but I think that
(a) from a semantic point of view, using "#if FOO" when FOO is not defined is
strange, and (b) since it is possible to trigger a warning about this, and a
trivial fix exists, it should be corrected.

I can think of two alternative patches, BTW:
1) Simply use #define HAVE_FOO 0, instead of not defining HAVE_FOO at all
2) Change
  #if HAVE_FOO
to
  #if HAVE_FOO+0
which always does the right thing.

But I think I still prefer the attached patch :-).