That's because integrated debuggers are a rather crass design error.
Windows doesn't come with a debugger. Linux doesn't come with a debugger. The JVM has no right-click launched debugger. CPython doesn't jump you into an interactive debug console. But all of those have a debug interface.
Leave building debuggers to others who have a clear picture of how they are using your platform.
Linux and windows comes with multiple different debuggers.
Linux comes with strace, kdb, kgdb. You also have gdb by virtue having C compiler.
Only by tight integration with VM/compiler you can get decent debuggers. For example Smalltalk debuggers are class above to what JS can offer today. Crass design error is ignoring debugging needs until it is too late. Adding needed hooks and state managers is expensive, just look how much effort it is now: https://bugzilla.mozilla.org/show_bug.cgi?id=1207696
Windows doesn't come with a debugger. Linux doesn't come with a debugger. The JVM has no right-click launched debugger. CPython doesn't jump you into an interactive debug console. But all of those have a debug interface.
Leave building debuggers to others who have a clear picture of how they are using your platform.