Hm. There are few things to try here.
First of all, the PlatformIO debugging is known to not work if certain other extensions are installed (example). So I’d recommend to try it in a clean VSCode environment where just PlatformIO and its dependency (C/C++ by Microsoft) are installed.
Next, you should make sure that VSCode is not installed through some container thing like snap, but rather through the .deb file or apt.
Then you can also try different versions of the extensions. Per link above 2.1.0 for example.
Or, the newest beta version at PlatformIO IDE for VSCode 2.3 Beta – Help us with testing!.
Lastly, instead of the “PIO Debug (stm32-synth)” configuration there’s also a one with “Skip Pre-Debug” at the end – try that one.
I’m using PlatformIO on Linux too (standard Ubuntu) and don’t have a problem with the standard installation. Yours looks like Ubuntu Budgie and should work fine, too. What exact distributation version is that?