12.4.3 Debugging Never Breaks Under a Virtualized Machine
Some virtualization solutions limit how many USB endpoints it supports, which may become an issue if the number of endpoints is lower than the required number for the tool. Usually, this causes programming to work as expected but debug not work as debug events are transmitted on a higher endpoint number.
Check with your virtualization software how many endpoints are available and on other endpoint-specific issues with your virtualization software regarding this.