Is it okay when ssh_config does not exist?

Solution 1:

• OpenSSH client can work fine without a configuration file,
• OpenSSH server cannot work without its configuration file as the man says: sshd refuses to start if there is no configuration file.

Note that (on Debian at least) /etc/ssh/sshd_config is for the server, and /etc/ssh/ssh_config is for the client.

Now, I would recommend you to check your installation because it looks like a mess...

Solution 2:

The same problem may happen if it's late night and you're inside a docker container on your server. Try exit and then ls /etc/ssh.