[C++][FlightRPC] FlightServerBase debugging with breakpoints not working

### Describe the bug, including details regarding any error messages, version, and platform.

Hi,

I'm writing a python flight service.
I want to be able to set breakpoints inside the `FlightServerBase` methods but it doesn't hit any breakpoint when running and testing. I tried with both vscode and pycharm.
Is there a way to make it work? Or is it a bug?
I found a similar open issue here with no response - https://github.com/apache/arrow/issues/36844

Thanks!
Shira

### Component(s)

FlightRPC