.NET framework source stepping not working despite options set

I have these options enabled, as shown in this screenshot:

I also have the System.Windows.Forms.dll module selected:

Yet it steps over the code. Specifically, I have this code in a subclass of ListBox:

protected override bool ProcessCmdKey(ref Message msg, Keys keyData)
{
    return base.ProcessCmdKey(ref msg, keyData);
}

I tried to set a breakpoint there and then step into this with F11, but it just steps over.

What is missing to get this to work?