That is a limitation as explained it
- PIO Unified Debugger - ESP8266 - #4 by ivankravets
- Add Debugging via GDB stub · Issue #43 · platformio/platform-espressif8266 · GitHub
Uploading the code is done via the serial boot loader and the esptool, triggerable as always from the Upload task. PlatformIO IDE for VSCode — PlatformIO latest documentation