With our custom board (STM32F103) i debug with Segger J-Link. No Problem with "WFI" instruction.
Now i tried to use ST-LINK/V2 with latest firmware (2-28). Download and single step actions are ok, but in run mode the application stops at "WFI" and nothing more happens. When i halt the debugger the program counter is located after the "WFI". With single step i can walk through my code. All goes correct.
It seems that all interrupts are blocked until i stop the debugger.
Is ST-LINK/V2 not able to work with Low Power modes?