When you try to set breakpoint on any ABAP source code, it pops up the dialog below and your operation is terminated.

Root cause

You probably have a active ABAP project in ABAP development studio, as displayed below.
It is NOT supported to set breakpoint both in ABAP studio and SAPGUI on the SAME backend system.
You can only choose one.

Solution - deactive debugging in ABAP studio

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