.NET is open. You can find its source on Github. The .NET platform being open doesn't mean everything targeting the .NET platform is open, too.

A problem of the .NET ecosystem is that there is no open source debugger for C#. The Microsoft-provided debugger has strict license terms that only allow it to be used in Visual Studio and Visual Studio Code.

JetBrains needed to write their own debugger for their cross-platform IDE Rider. Luckily they already knew a lot about .NET to do this and it turned out very well but it's still not the official debugger and also not open source.

Did JetBrains open source their debugger?

No, they are equally "guilty". At least they don't brag how OSS friendly they are.

There is open source debugger from Samsung (https://github.com/Samsung/netcoredbg/), but it does not see much use.

If you want to debug C# from Emacs, it’s the only choice AFAIK.