Do you say so for Emacs and Slime's debugger too? It's certainly weird at first, but powerful and integrated. Although it isn't graphical like LispWorks' (and probably Allegro's), so I agree it could be even better. (for readers: Slime's debugger is not a separate CLI tool running in a window)

(ps: see slime-breakpoints for a nice graphical addition: https://github.com/mmontone/slime-breakpoints)