When I was configuring my interpreter, I clicked on "add local interpreter" and produced the problem in the question description. As far as I am concerned, once I connect to SSH in Remote Development mode, the interpreter on my server should be treated as a "local" interpreter.
I was able to figure out a workaround by choosing "add SSH interpreter" instead. I still don't quite understand why the interpreter should count as an "SSH interpreter" since I have already connected to SSH in remote development mode. But it works