OO context is internalized linguistically, via lots of metaphors. Those metaphors can lie, of course, but your brain can apply abstractions to the state of the machine to deal with its complexity, for better or worse. Ideal FP debugging, which I don't think exists in practice, relies on ultimate truth with equational reasoning realized through techniques like referential transparency. In the ideal case, you just reason about the equation and there are no hidden surprises, fuzzy metaphorical reasoning is minimized. In practice, there is still plenty of metaphorical reasoning going on for any non-trivial program as even explicit state necessarily becomes implicit as it increases in quantity (our brains can't handle seeing everything even if it is technically all in front of us).

OO thinking optimizes for the less ideal cases that are far more common. Ideal FP has this ideal mathematical view of the world that rarely pans out in practice, while less ideal FP just resorts to OO-style metaphors and abstraction in practice. For the kinds of experiences I work on (heavily reactive, lots of state, complex interactions), this works well for me, and we are developing techniques to make it less painful (live programming). "Worse is better", as RPG would say.