I think these usually end up with two people agreeing to disagree :)
Yes, you do lose source maps by transpiling, but in my (albeit fairly limited experience), the type checking means I have drastically less debugging to do in the first place. You're right, though, the tooling leaves a lot to be desired (and this is also on the assumption you have TS definitions for third party libraries - I agree it becomes a lot more difficult if you don't).
FSI is available in both Mono and .NET Core 3 (which is still in preview).