The ESP32 gdb stub (component responsible for debugging via the COM port) does not come from us – it is a part of the ESP-IDF provided by Espressif. As soon as Espressif updates the stub to support fully functional debugging, we will update our tools to support it out-of-the-box. Until that is supported, please use JTAG for debugging.
If you find the message itself annoying, we can easily add a “do not show again” option.