In general you can't single-step through softdevice calls, or break while the softdevice is running, with any debugger because the softdevice has timing requirements which single stepping breaks.
Here's a recent blog about monitor mode debugging which attempts to work around this
Because of how the SoftDevice works you are not able to debug it by stepping the code. This is because it will report a fault upon failing timing checks. These timing checks are critical in order to be able to operate a BLE connection.
