Interop-debugging (mixed-mode) is managed + native debugging combined.
Well, sort of.
Native and managed debugging have very different paradigms. Native debugging tends to own the whole process, while managed debugging tends to require control of the whole process while only exposing a managed view to the user. So some functionality restrictions were needed to get the two to coexist peacefully.
Most of these are either: a) consequences of the architecture or b) missing features. They're not little things that could be fixed in a service pack. I'll ignore issues like bugs, stability, performance impact, etc here.
Here are some features that work in Native debugging that aren't available in Interop-debugging:
(This is not guaranteed to be a complete list.)
Restrictions on managed-debugging:
The bottom line is that interop-debugging is not just a superset of managed or native-debugging.