proximity debug

Dear Sir/Madam,
I tried to run prox_reporter on the basic kit compatible board.
I used Keil's debug menu to run the code. To my surprise, the monitor can't find it. Looks like the advertisement is stopped.
I burned the code into the flash of the board. After the reset, the monitor can scan and connect to the prox_reporter without any issue.

Why does the JLink debug has the different behaviour compare to execution from flash?

Thanks!
Regards,
Simon