I believe WinDbg uses the symbol name and not the exported function name when resolving the address. This causes issues for some of the functions that are forwarded to ntdll.dll and kernelbase.dll.
Sometimes you can append "Stub" to the function name when setting a breakpoint and sometimes you just have to know that the function is actually implemented in a lower-level .dll and set the breakpoint on the function in that .dll. You can also find it with tab-completion and a name like *!functionname*.