> No, the official Nordic devkits comes with a built-in debugger. Same for micro:bit. It's just plain USB.

Right, the devkits can do this. If you want to go past that, like making your own PCB with a NRF52 on it you need JTAG, which is not a requirement for esp32.

Maybe the NRF52 has some sort of ROM serial loader that I've missed though.