I call it a bug. If not bug, it is certainly miserable UI design.
In the AS7 debug menu, there is a menu item "New Breakpoint". When you select that, a sub-menu opens with choices "New Data Breakpoint" and "Function Breakpoint".
Select New Data Breakpoint. A dialog appears with space to put the address of the data byte that you want to break on when the data at that address is changed. The dialog even validates that the entry represents an address.
THEN, and ONLY THEN, do you get an Alert that says "Device does not support data breakpoint". This is, pardon me, dumb and misleading. The IDE knows what MCU is being used so it knows (earlier in the entry sequence) that data break points are not allowed. The New Data Breakpoint entry in the sub-menu should be disabled, so that a user cannot even go there.
Not a happy camper!