I am these days (well, nights) debugging an extremely difficult issue with the ImageList control and I had that idea that debugging the .NET Framework (source step) would help a lot. That feature was introduced in VS 2008 and my feeling these years when I tested it from time to time was that sometimes it worked, sometimes it didn't. Yesterday that I needed it badly I searched the web and I discovered that I was not alone. There are tons of issues and workarounds about it. I tried all them to no avail.
Finally someone from Microsoft posted here (only a few weeks ago after all these years!) that the root cause is out-of-date PDBs, and that it is going to happen each time that Microsoft releases a new build of an assembly, which is not only in service packs but also any security patch. Since there is cadence between the release of the assembly and the release of the PDB (that has been up to 1 year in the past!), this feature is basically broken, bad designed.
The alternative, suggested strongly by that guy, is to use .NET Reflector, a paid tool which for developers of Visual Studio extensions is even more useful to debug Visual Studio assemblies (not just .NET Framework assemblies) as I explained in this guest post on their blog.