Jumping in running applications also without setting a breakpoint would be very fine. Often you have some trouble in an application, e.g. a scripting bug or a performance bottleneck. Those problems should be detected by IntelliJ IDEA during runtime and start the debugger asking the user: "A possible problem occur: do you want to start the debugger?". You do not know those parts in advance so you have access on those snippets with the Debugger.
Note: The Firebug JavaScript Debugger offers such an approach.