The current version of JMP debugger is not user-friendly especially to step through code. In order to be able to visualize the values of code before a breakpoint, the user is required to add the variables of interest to a watch window. This is extremely painful, inefficient and old. 
Provided below are samples from other tools, where debugging is much more easier and user friendly. 
Matlab - Debugger 

Visual Studio 

Best 
Uday