Hi PatSimo -
We are very aware of the feedback item to which you linked, and we definitely appreciate the value of the T-SQL debugger in certain circumstances. However, it is an extremely expensive component to maintain in two separate tools (Visual Studio and SSMS). In modern environments the usability of the debugger is very narrow: DCOM must be enabled between the client and server, and the connection requires sa access, which means elevated permissions for folks that typically shouldn't have them.
For on-prem environments, DCOM is not enabled anywhere. For SQL on a VM in Azure, DCOM is not there. I am not certain it's possible with Managed Instance, and it's definitely not possible with Azure SQL DB.
Traditionally, on-prem connections or developer use cases are the most common scenarios, but as the number of traditional on-prem environments decreases, and the aforementioned environments continue to increase, we decided to make some practical choices with the current debugger technology to not continue that forward in SSMS and rely on Visual Studio instead. We did work with the appropriate teams at MS to ensure there is access to a free version of Visual Studio that includes the T-SQL debugger.
Erin