Sorta. I feel I was taught to program by basically being taught how to be my own debugger/stepper. That was literally a term's worth of tests. "Write down the state of the variables in this function when it is called with these inputs." was a common test question.
So, yeah, learning the keyboard shortcuts for how to step through something takes effort. However, it is doing basically what I was taught to reason about programming.
Functional idioms throw a lot of this a giant curve ball. Heaven help the person that was used to stepping through a for loop that steps over a map call. Oops. Worse if it is lazy.
That said, they are not competing ways of thinking. Just different ways. If you are having trouble with one, try the other.
(I do note that the difficulty of working in a debugger is ironically one of the major criticisms of macros in lisps.)