Ok I went through this same issue. Had a 2020 Yukon XL Denali loaded up. Traded it for a 2021 Yukon XL Denali with the Premium Package with the Trailing option. I found out that I did not have the integrated brake controller.
What I did was bought the Curt Wireless brake controller. It connects via Bluetooth it is great.
Echo is a first-of-its-kind Bluetooth® brake controller that wirelessly syncs with your smartphone. Its compact, portable design allows for easy, app-enabled access and easy transfer from one vehicle to another. This wireless trailer brake controller is also convenient to store when not in use.
www.curtmfg.com
Here is the link. With the trade in values, I traded my Premium Package 2021 in for the Ultimate 2021 that has the brake controller integrated.
Hope this helps. And if you are interested in the wireless brake controller I no longer need, let me know.