So this happened to me on WSL-Ubuntu. In my case gdb was broken because of unmet dependencies. Took a while to fix but once I reinstalled gdb properly in my WSL-Ubuntu, I finally got it working.
Installing gdb can be done on shell as
sudo apt-get install gdb
There can be multiple reasons why it could end up as broken, but once you fix gdb, vscode-debugging should be running. At the very least, you won’t see that error popping.