Cursive's debugger doesn't, but as one of the other posters mentioned there's a library called debug-repl which gives you this: https://github.com/gfredericks/debug-repl.
However, as I mentioned in the article, I've found it's usually better to use scope-capture than a debugger that pauses execution. The main reason is that I mainly work with Kafka Streams atm, and when the debugger pauses one thread other threads start timing out and throwing exceptions.