While managed assemblies may be very interesting from the loader and deployment perspective, they don't really have much interesting for debuggers. The debugger is far more concerned with modules:
 - the key debugging functionality is associated with modules. From the debugger's perspective, Assembly behaves like a property on module, and not a container for modules. 
 - modules are 1:1 with the key files like .exe and .dll files
 - modules are 1:1 with pdbs, which means source-files are resolved once the module is loaded. 
 - native-debugging only has modules and not assemblies. So assemblies don't fit into the existing paradigms established by native-debugging.