But not all GPU applications are ROCm applications (I would think).

I can certainly understand OP's confusion. Navigating parts of the GPU ecosystem that are new to you can be incredibly confusing.

there's 2 AMD KMD(kernel mode drivers) in linux: amdkfd and amdgpu .. the graphics applications use the amdgpu which is not supported by amdgdb .. amdgdb also has the limitation of requiring dwarf and and mesa/amd UMDs doesn't generate that ..