One of the things that happens here is the more static and optimized a compiler output is, the harder it is to do source level debugging. Conversely, more dynamic, less optimized languages are easier to write and verify debuggers for. This isn't a strict ordering, of course, but a general trend. Unfortunately, the very aspect that make some languages easier to debug make them poor at some of the applications you might want the former for (cf C# and c++ as you bring up).

Luckily debugging is not merely the act of using a debugger !

I imagine this situation might surface when looking at optimized native code, either from JIT or AOT, for example via WinDbg sos plugin for .NET.

Still not a reason enough to avoid using a debugger.