I've had this happen before, but it's been a while. Occasionally the IDE will act like there's a breakpoint set when none exists. I've attached a video showing an occurrence of the problem. I'm using the menu commands here rather than keyboard shortcuts so you can see what I'm doing, which is why I'm a little slow finding some options and I clicked on the wrong 'step into' at one point, but you get the idea.
'info b' at the gdb prompt shows no breakpoints. Setting 'skip all breakpoints' didn't help. Setting a breakpoint at that line and removing it also didn't seem to work the first time, which is how I've usually fixed it. I was finally able to clear it by setting a breakpoint at the previous line and stepping through, and then removing the breakpoint. I should also mention that the next time the debugger is launched, when it's been in this state, it'll give a 'target not available' error even though it finishes loading and launching.
I'm using a P&E Cyclone ACP. The breakpoint must be getting stuck somewhere, and I power cycled the Cyclone and restarted MCUXpresso with no change. Are hardware breakpoints retained across resets? And does gdb check them, or does it only report what it thinks the current breakpoints are? Is there a command to clear hardware breakpoints from the gdb console or from the IDE?