In the documentation for the function it says:

If the application is compiled as a debugging version, and the process does not have read access to all bytes in the specified memory range, the function causes an assertion and breaks into the debugger. Leaving the debugger, the function continues as usual, and returns a nonzero value. This behavior is by design, as a debugging aid.

Disabling the Access violation exception in the Debugger Exception Settings fixes the issue.

It's not the proper solution, because now it doesn't breakpoint on all the other access violation exceptions in other places but it's good enough to debug some other tests in this case. The tests that throw this exception and not catch are going to fail, anyway, so it's OK here.