To complement Dmitri's comment, octave-cli is called when one wants to use Octave without Qt, i.e. using the "octave --no-gui-libs" option. With this option I can confirm the bug, i.e., calling "graphics_toolkit gnuplot" does not work until a first FLTK figure has been open and closed:

octave:1> available_graphics_toolkits ()
ans =
{
  [1,1] = fltk
  [1,2] = gnuplot
}

octave:2> graphics_toolkit("gnuplot");
warning: using the gnuplot graphics toolkit is discouraged

The gnuplot graphics toolkit is not actively maintained and has a number
of limitations that are unlikely to be fixed.  Communication with gnuplot
uses a one-directional pipe and limited information is passed back to the
Octave interpreter so most changes made interactively in the plot window
will not be reflected in the graphics properties managed by Octave.  For
example, if the plot window is closed with a mouse click, Octave will not
be notified and will not update its internal list of open figure windows.
The qt toolkit is recommended instead.
octave:3> plot (1:10)
warning: using the fltk graphics toolkit is discouraged

The FLTK graphics toolkit is not actively maintained and has a number
of limitations that are unlikely to be fixed.
The qt toolkit is recommended instead.
octave:4> close all
octave:5> graphics_toolkit("gnuplot");
octave:6> plot (1:10)  ## Finally shows a Gnuplot figure window

Marking as "low" priority since using the Gnuplot toolkit has been discouraged for a while, and changing the title to better reflect the actual bug.