Because they're sharing the same project perhaps? Project settings are like config settings for the CFB application. They should be specific to the instance of CFB (ie: on the person's own PC).
Have the project files on the user's machine, and the source code on the shared environment (or, better, have them develop locally fullstop).
Mark, my understanding (though I could be wrong) is that CFBuilder has a built-in limitation whereby a given template can be debugged by only one debugging developer at a time. They may be able to see requests against another template, though. Have you noticed if that's the case?
And to be clear, if you look at the CF Admin debugger settings page, you'll see that there's a setting allowing you to define how many developers can debug against a given server. The default is 5, so it's not that you can't have more than one developer debugging against a given server.
But it may make sense that the server can't try to debug separate requests to the same template in different instances of CFBuilder. That could become confusing. Then again, I realize it's also confusing when you wonder "why am I not seeing breakpoints hit", and it's because the request has already been intercepted by another debugging developer. I guess Adobe may have had to flip a coin as to which situation to allow.
Because the breakpoints you set with CFBuilder are executed on the ColdFusion server. Set it up so that every developer is talking to his own ColdFusion server and it will work fine.