Why don't custom GUCs show in pg_settings?

Version - 9.5

O/S - not applicable

SELECT set_config('davidj.testvar', 'value');

SELECT current_setting('davidj.testvar') --value

SELECT * FROM pg_settings WHERE name ~ 'testvar'  --or ~davidj... either way nothing shows

and:

SELECT current_setting('davidj.testvar2') -- unrecognized configuration parameter

The underlying goal is to use the custom GUC within a CREATE VIEW in a where clause.  If the user issues a valid set_config for the GUC the query is appropriately filtered otherwise I set things up so that particular clause will not apply.

I've seen and can work with various work-arounds but it seems odd that pg_settings doesn't show these custom GUCs.

Is there a simple way to read the value without receiving an error if the value is missing?

David J.