Sadly, this is due to a bug in Genymotion v2.2
It will be fixed on our next release (I work for Genymotion).
You are right, gdbserver is not deployed from the apk, and this is why it doesn't work.
You can find here a patch to apply that will fix this apk deployment bug for Genymotion KitKat devices created with Genymotion 2.2: native-debug-fix.kitkat.zip
Warning this patch is only for:
- Kitkat (Android 4.4.2) devices
- created with genymotion v2.2
Don't apply the patch on other devices, it will brake things.
to apply the patch, simply drag n'drop the zip file on genymotion.