Because JTAG_TDO and PDI_DATA are connected on the PCB for this kit, JTAG must be disabled on the device in order to use PDI. The reason for this is that when JTAG is enabled it will enable a pull-up internally on TDO which interferes with the PDI initialization sequence.
The connection of JTAG_TDO with PDI_DATA is also an issue when the application on the device uses the JTAG_TDO pin e.g. by driving this pin actively or by using a pull-up. This will interfere with ongoing PDI communication. Additionally, when JTAG is disabled and the application is driving the JTAG_TDO pin it might even not be possible to establish a PDI connection. A workaround for this is to add a ~1k resistor from PDI_CLK/RESET to GND. This will keep the device in reset while PDI is enabled. When a PDI connection is established the flash can be erased or JTAG can be enabled in order to "unlock" the kit.