You can also hide again advanced option after reconfigure:
-- show advanced options
EXEC sp_configure 'show advanced options', 1
GO
RECONFIGURE
GO
-- enable xp_cmdshell
EXEC sp_configure 'xp_cmdshell', 1
GO
RECONFIGURE
GO
-- hide advanced options
EXEC sp_configure 'show advanced options', 0
GO
RECONFIGURE
GO