The Publish team always compiles your project for release, and I have not found a way to cause the creation of pdb files during precompilation.
There is a workaround I tried. If during the pre-compilation you check the box "Allow this pre-compiled site to be updated" and then update the website in place, this will lead to dynamic compilation. Dynamic compilation should contain debugging code and pdb files if you have the web.config options set:
<compilation defaultLanguage="your language" debug="true" />
Here is a good blog post about various publishing options.