I have had the same issue. According to the documentation Files · master · GitLab.org / omnibus-gitlab · GitLab
After you run sudo gitlab-ctl reconfigure, your GitLab Mattermost should now be reachable at http://mattermost.example.com and authorized to connect to GitLab. Authorising Mattermost with GitLab will allow users to use GitLab as SSO provider.
Omnibus-gitlab package will attempt to automatically authorise GitLab Mattermost with GitLab if applications are running on the same server. This is because automatic authorisation requires access to GitLab database. If GitLab database is not available you will need to manually authorise GitLab Mattermost for access to GitLab.
In my case, even though Gitlab and Mattermost were on the same server, I didn’t see any application in Admin Area > Applications (gitlab) so I followed instructions to manually authorize Gitlab Mattermost then run sudo gitlab-ctl reconfigure and it worked.
Maybe something went wrong during the automatic setup of the omnibus-package.
Hope it helps.