It's not and actually I do find it kind of amusing that Linux is possibly the hardest of the three main OSes to get a debugging set up for, but yeah I've had to do it enough that I don't mind doing and I can probably get it set up in a few minutes. Plus if the bug isn't in some architecture specific or hardware dependent thing there's this Linux compatibility userspace layer I help out on sometimes that is much easier to work with. And if it's that easy, I will generally choose to that instead of having to actually think about what I am doing ;)

I think you can do it with qemu and gdb.

Unless the other os and debugger mentioned has an easy way to do it with a machine that's not virtualized?