Neil:
I've made that mistake before as well. But, not this time.
Before I try to run, when I add a break point, the break points are added with the slash going through the blue dot. The slash seems to mean that the breakpoint is either disabled or not allowed.
Also, I'm fairly certain that I am in debug mode because the debug console window opens up and says "Start Debug Session".
Unfortunately a debug session without breakpoints is not much fun.
Since no one else seems to be having this issue, I will open a support ticket.
Have a great and safe New Years.
THANKS.