First reported in Debian#590534:
  http://bugs.debian.org/590534

If one sets xkb options through /etc/default/keyboard, those are propagated through udev to X11, which takes them into account. From X's log:
    (**) Option "xkb_options" "compose:menu,terminate:ctrl_alt_bksp"

With gdm3 started, those options are indeed set, as can be seen through:
    XAUTHORITY=$(find /var/run/gdm3 -name database|head -1) DISPLAY=:0 setxkbmap -print

Once a user is picked (and later on, once the session is started), options are  gone. (The same command in a shell or just “setxkbmap -print” in the X session will show that.)

I tracked it down to gdm_layout_activate() in gui/simple-greeter/gdm-layouts.c, if layout != NULLL, there's nothing propagating initial_config->options into config->options before calling xkl_config_rec_activate().

That was discovered in 2.30.5 (as tagged in git), and master seems to be affected as well.

Needless to say, that's pretty nasty…