A lot of them have symbol files separate from the binary. Unixy tooling doesn't do this by default but for example objcopy(1) in binutils can copy symbols to another file before you run strip(1), and on Mac my memory is rusty but I think it may be dsymutil(1) that lets you copy to a .dSYM bundle. Microsoft has its .pdb files and never even keeps debug info inside the binary proper.