The code from the Flask-SocketIO documentation also produced the same error for me.
However this example code did not (also in debug mode): https://github.com/miguelgrinberg/Flask-SocketIO
In both, the fix above is not included.
Changing the HTML script tags helped.
From:
<script src="//cdnjs.cloudflare.com/ajax/libs/socket.io/2.2.0/socket.io.js" integrity="sha256-yr4fRk/GU1ehYJPAs8P4JlTgu0Hdsp4ZKrx8bDEDC3I=" crossorigin="anonymous"></script>
To:
<script src="https://cdnjs.cloudflare.com/ajax/libs/jquery/3.5.1/jquery.min.js" integrity="sha512-bLT0Qm9VnAYZDflyKcBaQ2gg0hSYNQrJ8RilYldYQ1FxQYoCLtUjuuRuZo+fjqhx/qtq/1itJ0C2ejDxltZVFg==" crossorigin="anonymous"></script>
<script src="https://cdnjs.cloudflare.com/ajax/libs/socket.io/3.0.4/socket.io.js" integrity="sha512-aMGMvNYu8Ue4G+fHa359jcPb1u+ytAF+P2SCb+PxrjCdO3n3ZTxJ30zuH39rimUggmTwmh2u7wvQsDTHESnmfQ==" crossorigin="anonymous"></script>