I kindly disagree with that.
And I encourage you to CodeSign (with Hardened Runtime) each and every DebugRun on macOS, allowing you to develop and debug as close to a Release Build as possible.
Well, I think Javier refers to the fact, that for debugging, the app gets the get-task-allow entitlement, which allows debuggers to connect, while the built app doesn’t get it.
Debug and built apps are both code signed.
I think I explained bad myself, sorry. I mean, currently we can’t attach the IDE debugger to macOS projects executed with Hardened Runtime enabled (they simply stall). If we find a way… we will add it to the mix without doubt.
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Ok. Maybe a language barrier 
Now I read this as “a Xojo IDE running on macOS can’t debug its built & launched (debug)app if it codesigns it with hardened runtime”.
And I don’t think this is a true fact, as I’m doing this all the time (codesign with an own post build script - with hardened runtime enabled). And I’m having no issues at all debugging from within the Xojo IDE the debug.app.
That’s either because a Xojo built debug.app has some debugging stub baked in (so it doesn’t need the get-task-allow entitlement), or it’s because that might only be a macOS ARM issue (I’m still using an Intel Mac). 
We have been adding a lot of stuff to this side of things lately (macOS code-signing related), so… what was not possible before maybe it could be for a next release. Let’s see. 
FWIW, I’m also getting this error in Xcode since today, but I don’t run any script when building (i.e. different cause for the issue, which I have yet to figure out), so I think this problem alone is a new one. And Google only shows two results when searching for “Failed to retrieve development teams for”, both of which are from the Xojo forum (that’s weird, as it looks only Xojo users have this issue, but it’s not related to Xojo in the first place).
As I wrote, I also added my certificat “Apple Development: Thomas ROBISSON (9V65GH7ZLM)”. Maybe it was a part of the problem. When I was in “Sign” then “Developper ID” popupmenu and I selected “Inspect”, some certificats were in red (not here or outdated). Now they are all ok.
Just to clarify about this… the error message Xcode may display when accessing the Developer account has nothing to do with Xojo or the new Xojo handling of Developer Certificates. We don’t mess with anything related to that (or anything else FWIW)
But did adding your certificate also solve Xcode telling “Failed to retrieve development teams” problem? That’s my actual problem (along with a new profile I can’t add to Xcode because of this).
Thanks for the clarification. So it looks weird Google results only report 2 entries with this message, pertaining to Xojo’s forum. It looks like no other environment shows this message (as of yet, anyway).
I installed Xcode only for Xojo, I never built anything with Xcode. I only used it because it is needed to sign Xojo apps.