I think it just means inside your editor's terminal, where there's usually some modest integrations like it detecting a source/line reference and either jumping you there or at least making it clickable.
I cannot for the life of me get gdb to debug a remote in VS Code. The debugger runs, and breakpoints work and integrate, but the console is dead. '-exec print foo' does nothing.
Time travel to the late 70s and use the lisp machine debugger.
I always felt the drive towards mouse-driven tools in the PARC world (InterLisp/SmallTalk/CedarMesa) was actually a regression because of the loss of history ("how the hell did I get here?")
They also had a proper REPL, and the reason I stay with Java and .NET ecosystems, is because they are the closest we can get back to the Xerox experience, after the UNIX divergence.
VSCode for sure does this.