What should happen is that when the remote session is initiated, you should be prompted to select an
appropriate file from your workspace which matches the one seen by xdebug on the initiation of the
script. Once you select that file, a path mapping is created for that debug session only that maps
between the remote file and your files in the workspace.
It should open the local file, but it isn't opened as a workspace file instead it opens it as an
external file within PDT because there is no source path locator associated with this launch (see
bugzilla https://bugs.eclipse.org/bugs/show_bug.cgi?id=259988 )
What it sounds like to me is that you are not being prompted to select a file that matches the file
first executed which then creates the required path mapping.
This was a bug introduced in an earlier build of PDT when include paths were introduced but should
be fixed for the ga release.
Did you create a new PDT project from scratch to test this ? imported old projects may not work due
to the include path feature added.