I don't know what spine is using as coordinate system, but the mouse should be in screen coordinate.
This can be reproduced easily, it's just the xna sample, and on my side the breakpoint never hits.
So, I did a little bit of homework and I found out that bounds.ContainsPoint(mouse.X, mouse.Y); is returning null too.
Looking at the values of bounds, it's definitely not right (see screenshot attached)
Which means the problem is more likely to come from bounds.Update(skeleton, true);
Digging a bit further, inside
SkeletonBounds.Update (Skeleton skeleton, bool updateAabb)
, I've found that the problem comes from line 66 in SkeletonBounds.cs:
BoundingBoxAttachment boundingBox = slot.attachment as BoundingBoxAttachment;
The conversion to BoundingBoxAttachment returns null, because the attachment instance is a RegionAttachment.