Debugging via JTAG is possible, just not with the Segger JLink because the software (JLink.exe, avrdude, …) doesn’t have support for it.
Per here and here you can use other JTAG capable debuggers (foremost, an Atmel JTAG ICE and the AVR dragon) with the AVaRICE program to create a GDB server to enable the debugging functionality.
The avarice and PlatformIO has also been successfully demonstrated in other threads, e.g. CLion / Avarice debug not working - #5 by wirepirate