Compiled languages can have REPLs as well.
In fact Mesa had one on XDE, which was improved in Mesa/Cedar, because the team wanted to cater their environment to the Lisp and Smalltalk developers at Xerox.
Wirth built on top of this when he designed Oberon, where the OS only supports dynamic linking, and every public exports from a module can be used on Oberon's REPL as a command.
Although many people aren't aware of this, Eclipse always had a crude REPL via Java Worksheets, which allowed to execute Java expressions and saving those sessions on the workspace. This trances back to Smalltalk transcripts and Visual Age for Smalltalk heritage.
Eiffel also offers a REPL like experience in Eiffel Studio via the MELT VM.
.NET had Linqpad for quite some years, until Visual Studio got interactive C# and F# shells, and immediate debug mode goes back to the VB days of yore.
So there are plenty of options with compiled languages, but like with graphical debuggers, teaching is lacking on the availability of such tooling.