Debug worlds will always generate on Peaceful even if you change the difficulty during world creation. It would make more sense if the difficulty is locked to Peaceful during world creation like what is done to the player's game mode.
MC-180486
Creating a debug world sets the world's difficulty to Peaceful regardless of the option selected at the world creation page
Open
2
(Unassigned)
Confirmed
(Unassigned)
debug-world, world-creation
20w17a, 20w18a, 20w19a, 20w20b, 20w21a, ..., 1.16.4 Release Candidate 1, 1.16.4, 21w07a, 1.18 Release Candidate 4, 1.18
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I can confirm this issue with Minecraft 1.21 pre-release 1. The difficulty also defaults to Normal on the world creation screen despite being Peaceful when initializing the worlds.