When dbx is used to start an experiment on a running process, it creates the experiment directory, but cannot use the LD_PRELOAD environment variable. dbx makes an interactive function call into the target to open libcollector.so, and then calls the libcollector.so initialization routine, just as it does when creating the process. Data is written by libcollector.so just as in a collect experiment.
Since libcollector.so was not in the target address space when the process started, any data collection that depends on interposition on user-callable functions (synchronization tracing, heap tracing, MPI tracing) might not work. In general, the symbols have already been resolved to the underlying functions, so the interposition can not happen. Furthermore, the following of descendant processes also depends on interposition, and does not work properly for experiments created by dbx on a running process.
If you have explicitly preloaded libcollector.so before starting the process with dbx, or before using dbx to attach to the running process, you can collect tracing data.