ICE pins are usually configured with the exact registers this article talks about. It's common for UART/SPI serial port configuration to be a part of enabling ICE. Some chips also let you disable the ICE pins so that you can use them to pick the cheapest chip possible.
Another issue is that with microcontrollers you are usually debugging really low level stuff like interrupts where you can't even do printf debugging. Or you are setting registers on some black box subsystem and it just won't work and the only way to fix it is just keep randomly changing registers until you find the one you got wrong, or if you're lucky find working example code and bisect from that.
Or you've got some timing sensitive code that you can't stop and the only debugging channel that is fast enough is toggling group connected to an oscilloscope.