Thanks for asking. With respect to SSIS versions after 2008, debugging script components is now possible.
Microsoft has updated their documentation with more details, which I am providing here as well.
To debug the code in your Script component, set at least one
breakpoint in the code, and then close the VSTA IDE to run the package
in SQL Server Data Tools (SSDT). When package execution enters the
Script component, the VSTA IDE reopens and displays your code in
read-only mode. After execution reaches your breakpoint, you can
examine variable values and step through the remaining code.
This comes with two caveats:
You cannot debug a Script component when you run the Script component
as part of a child package that is run from an Execute Package task.
Breakpoints that you set in the Script component in the child package
are disregarded in these circumstances. You can debug the child
package normally by running it separately.
When you debug a package that contains multiple Script components, the
debugger debugs one Script component. The system can debug another
Script component if the debugger completes, as in the case of a
Foreach Loop or For Loop container.
For more information, you can check out Microsoft's documentation over at https://learn.microsoft.com/en-us/sql/integration-services/extending-packages-scripting/data-flow-script-component/coding-and-debugging-the-script-component?view=sql-server-ver16&redirectedfrom=MSDN.