As per subject, now there is a flag that shows if debugging is supported on a particular board:

$ arduino-cli board details arduino:samd:arduino_zero_edbg
Board name:                Arduino Zero (Programming Port)                                          
FQBN:                      arduino:samd:arduino_zero_edbg                                           
Board version:             1.8.9                                                                    
Debugging supported:       ✔                                                                        
[.......]

same for the gRPC and JSON output:

$ arduino-cli board details arduino:samd:arduino_zero_edbg --format json | jq .debugging_supported
true