Yep, does not happen on 15.10:
vadi@vadi-HP-ZBook-14 ~ $ pydb
The program 'pydb' is currently not installed. You can install it by typing:
sudo apt-get install pydb
vadi@vadi-HP-ZBook-14 ~ $ sudo apt-get install pydb
[sudo] password for vadi:
Reading package lists... Done
Building dependency tree
This does not seem to be reproducible in wily or trusty
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https://bugs.launchpad.net/bugs/468996
Title:
Confusing method of launching
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** Attachment added: "Dependencies.txt"
http://launchpadlibrarian.net/34882107/Dependencies.txt
** Attachment added: "XsessionErrors.txt"
http://launchpadlibrarian.net/34882109/XsessionErrors.txt
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Confusing method of launching
https://bugs.launchpad.net/bugs/468996
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