Debugging with print statements is kind of like the old 2D Mario games. You get a little bit forward, learn a little more about the world you're exploring until something sends you back to the beginning. You get a little bit farther each time, but you keep having to go back to some start point.
This works great if you're great at anticipating what's next and can plan exactly what you're going to need to do in that next area you come to.
An interactive debugger, though, is more like... Grand Theft Auto maybe. You don't know what you're doing when you start. You might have only a hunch about an area to explore, so you go there and you just look around. If something seems interesting you stop and look at it. From that you might learn something that suggests the next thing to explore. Or not. There's less focus, maybe more time spent just aimlessly exploring, but ultimately you gain a much richer understanding of your whole environment. You might even find your goal without having to go back to the beginning once.