Real-time query execution plans while debugging a T-SQL script

Question

I have SQL Server 2008 and SSMS 2008, and I'm debugging a script. I can step through the script with no problems at all, but if I click the toolbar button for "Include Actual Execution Plan" (the one that adds an additional results tab with the execution plan), I'm not able to debug anymore.

Instead, when I click debug, debugging starts and immediately stops again, and the results pane says my thread successfully exited.

Should I submit this as a bug, or do debugging and execution plan viewing inherently not go hand-in-hand (though I'm not sure why they wouldn't)?