Furthermore, on Linux there seemed to be a runaway openocd process that was already using port 6666.
$ netstat -tulpn | grep 6666
(Not all processes could be identified, non-owned process info
will not be shown, you would have to be root to see it all.)
tcp 0 0 127.0.0.1:6666 0.0.0.0:* LISTEN 6374/_openocd
Killing the process and then starting the debugger in the properly created Workbench project worked.
$ kill -9 6374