It's not strictly unreasonable for MS to offer a proprietary debugger, but it is bass-ackwards for the core .NET team to not offer an open source debugger or open standards compliant debugger interface to go with their open source language.
And I think lldb works with .NET apps.
But it should be possible to write independent .NET debuggers -- I believe Jetbrains has done so, Rider can debug C# code without the problematic Microsoft component.
Providing the basics as open source and then charging a little for some extras should not be the end of the world. You see the same in the Jetbrains ecosystem where e.g. the community edition of Intellij is free and open source but they have a paid version with a lot of extras.
Paid products for developers are not as common as they used to be but we are talking about tools that improve productivity a lot for people that make a lot of money using those tools. Developers (my self included) are oddly stingy when it comes to spending on software but at the same time think nothing of blowing a few thousand dollars on hardware.
There is also VS Community, which is a free version of VS, has this debugger, but has fairly strict licensing limitations (e.g. it can't be used in corporations).