Visual debugging in my experience is automatically jumping through the source files inside the editor. Which is nicer than asking the debugger to show 10 lines around the current line. There are some attempts like DDD that I think are not very popular.
Edit: also showing variable values while hovering with the mouse. Also, I forgot that Dr Racket can show you the call stack graphically connecting different source lines
Mainly that everything you could want to see while debugging is available without touching anything, no keystrokes, nothing. It's all in your view by default, with zero configuration or setup.
Showing the actual file and the ability to visually view the call stack and jump back up it is fantastic.
Setting breakpoints with a click or keystroke while viewing in the file is another important aspect.
Having the breakpoints available between runs without adding them to a text file... the list just goes on and on with little quality of life aspects.
Edit: also showing variable values while hovering with the mouse. Also, I forgot that Dr Racket can show you the call stack graphically connecting different source lines