Why does the STM32Cube IDE shows the error "Failed to start GDB server" when debugging/running a simple project for blinking a blue pill's LED

I was going to blink my blue pill (STM32F103C8T6) LED using this tutorial but when hitting the debugger (time 5:50 of the link above) I face the following error:

The strange thing is that the IDE recognizes the st link v2 and I can upgrade its firmware on the IDE. Using the IDE I merely can build the project and can't debug/run it on the board.