Dear Xihao,
unfortunately yes. Even if you have applied 2.5 V < VDEBUG < 6V to the Debug pin for debug mode entry you still need one good watchdog refresh within the 256ms to close the INIT_FS. Please refer to the Figure 77. Debug mode flowchart until safety outputs release in the FS26 full datasheet.
If you will set the window duration to infinity in the INIT_FS, then no more watchdog is required during debug mode. But to close INIT_FS you need one good watchdog refresh within the 256ms. No matter of the voltage on the DEBUG pin.
With Best Regards,
Joseph