The bug was caused by removing the breakpoint_set associated to a project_paths
when removing the last breakpoint in the set and there were active debug sessions.
Causing Zed to never tell active DAPs that the last breakpoint was removed.
We now only remove breakpoint_set if there's no active sessions. A better solution
would be removing breakpoint_set after sending all breakpoint requests to active DAPs.
Also, we only send initial breakpoint requests for project paths that contain breakpoints now.