It doesn't seem consistent to me.
It's perfectly logical - you are mis-attributing the effect.
Maybe a bit of background will help.
The console is an object - if you want console output you have to create it through an API. If you want to change a console property you need the object otherwise you have no property to change!
KiXtart makes the reasonable assumption that you set the "WrapAtEOL" in your script because you do actually want to change the property, so it *has* to create the console object to do so.
If you only don't want the console to appear and you are only setting the WrapAtEOL in case you need it (for example) to display debugging information in the event of an exception, then you need to defer the WrapAtEOL option until you need to write to the console.
None of the other SetOption() properties require a change to the console object, so none of the will trigger the console object creation.