I am wondering now whether I should have said I accept the following:
The consistency of certain systems (PA and the like) cannot be constructively proved by any means. — sime
The consistency of, for example, PA cannot be proven by finitistic means, but I don't know whether it can't be proven by constructive though non-finitistic means. First, to pin the question down exactly, we would need an exact mathematical definition of 'constructive'. Second, even if we say, for sake of argument, we mean a particular constructive set theory or other constructive theory, then we would have to prove that such theories do not prove the consistency of classical PA.
As to Gentzen's proof, if I am not incorrect, we can describe the situation in two ways:
Let 'T' stand for transfinite induction on e_0.
(1) PRA+T |- Con(PA)
In other words, by finitistic means plus transfinite induction on e_0 we prove that PA is consistent.
vs
(2) PRA |- Con(PRA+T) -> Con(PA)
In other words, by finitistic means we prove that Con(PRA+T) implies Con(PA).
It is not, at least to me, apparent that those are not constructive (I don't know whether they are or are not constructive). However, I did find a paper that mentions that T is constructively challenged by some writers (actually, it's not T that's discussed but an alternative assumption used in place of T).
But you also say:
Gentzen proved that the inconsistency of PA implies the inconsistency of PRA + transfinite induction on the ordinals. — sime
That is of the form ~Con(PA) -> ~Con(PRA+T). But, at least prima facie, that does not intuitionistically imply Con(PRA+T) -> Con(PA). Yet, the latter version is the one we more often see. So I don't know why you stated Gentzen as ~Con(PA) -> ~Con(PRA+T).