In all previous redhat releases gnu-readline was compiled in the gnuplot package now it comes with gnuplot's own dummy lineediting facility. In the source the configure script does not check whether readline-devel is installed but by default uses the internal one. According to experiences gnu-readline support has to be added manually. The most annoying inconvenience of the internal readline is the missing filename completition and strange long line handling.
Hm, looks like it changed from --with-gnu-readline to --with-readline=gnu. Fixed in gnuplot-3.7.1-5.