Remote debugging is limited for cloud-deployed apps in older Mendix versions like 9.6.x. In newer versions (9.18.x and above), cloud runtime improvements allow debugger connections. Also, please check that your user has the required access rights to connect the debugger, as missing permissions can prevent the connection even in supported versions.
Official documentation: https://docs.mendix.com/refguide/debug-microflows-remotely/
Can you check if TLS 1.2 is enabled in Windows Internet Options (Advanced)?
I never noticed this issue. If its not production app, then better to upgrade to LTS version of 9.
As an additional check, make sure the environment is running with exactly one instance.
Remote debugging is not supported on replica nodes, so if the environment is scaled to more than one instance, the debugger will fail to attach. Temporarily scale the environment down to 1 instance, apply the change, wait for the restart to complete, and then try connecting the debugger again.