v10.6.1, I have the option ‘Default to “Compile with Debug”’ checked and the bug on the toolbar is squashed but I still cannot compile with debug in the Editor. I have to switch to the Schema Browse, compile (which works fine) and then switch back to the Editor to debug.
How are you compiling? F9/execute statement at caret execution compiles with
debug. F5/execute as script does not. It will only execute exactly what appears
in the Editor so only if your editor contents contain ALTER objecttype X COMPILE
DEBUG will it compile with debug. Use F9 is you are using F5.