When people are asking for a debugger for language X, practically it means that the usage of language X has gotten sufficiently complicated that mere inspection is insufficient for diagnosing problems.
I alluded to this when I said that XML is code. People want to be able to debug their XML: debug the XSLT transform process; debug the interpreter of the XML file, etc. That's a statement about how complicate the XML input must be.
The debugging techniques are a useful metric for language complexity. Here's a possible (and likely very debatable) spectrum:
*= you can always wish that a language had more debug support. For example, sometimes I wish I could "step through" HTML layout. When a language does not have sufficient debugging support; it doesn't get used to its full computational potential. In other words, people shy away from features that they can't debug.