This is bug#44151, see https://debbugs.gnu.org/44151. I've fixed this in Tramp 22.214.171.124, which will be released later today on GNU ELPA. Note that this bug describes a further problem, which seems to be in gdb-mi.el. This I couldn't fix.
At least in emacs 27, this is controlled by the customization gud_pdb_command_name.
The easy way to set it is to invoke pdb once, to get past any autoload issues, then M-x customize_option gud_pdb_command_name then fill in the command desired and choose Apply to try it out or Apply and Save to have it stored for future use.