Hi Alphonse1370 - as noted, the debugger is available in VS Community, and I understand the friction this creates in your workflow. We appreciate the value of the T-SQL debugger in certain circumstances. In modern environments (Azure) 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. Traditionally, on-prem connections or developer use cases are the most common scenarios for the debugger, but as the traditional on-prem environments shrink, and the Azure environments continue to grow, we made practical choices with the current debugger technology to not continue that forward in SSMS and rely on Visual Studio instead.