I'm not disagreeing with you, but exactly what is it that you're doing in the REPL that you're not able to do in, say, Eclipse's Display view while having changes pushed into your program under debug (when it's able to)? Java disallows pushing some changes into the VM, but many changes go right in during debug.
It's not about what's possible in principle, but whether the tools facilitate a certain workflow. When you work in Clojure everything is interactive. You can write a function evaluate it immediately, see the result, use it in the next function and so on.
The workflow is very natural and you practically never have to restart anything. You can build up state in the application, see how things interact, reload functions add new functions, and so on. Using a debugger in Eclipse is a very pale imitation of this.
