Debuggers absolutely help in distributed environments, in the exact same way that they help with multithreaded debugging of a single process. It is certainly requires a little bit more setup, but there isn't some essential aspect of a distributed environment that precludes the techniques of a debugger.

The only real issue in debugging a distributed/multithreaded environment is that frequently there is a timeout somewhere that is going to kill one of the threads that you may have wanted to continue stepping through after debugging a different thread.