I need help to understand the way Mbed OS makes things "simpler"

I suggest you give VisualGDB a try as an IDE. (If you don’t mind using MS Visual Studio / Windows only).

It’s a plug-in/extension to MS Visual Studio that provides embedded (including ARM MBed) support.

It defaults to OpenOCD, and the VS IDE has all the code completions/etc that you’d want.

Debugging is also great: Triggers, Assembler level stepping, etc.

It also installs all the tools needed for mbed compilation, deployment, etc.

Downside is that it’s a little bit sluggish, Windows only, and there is some hidden logic to checkout projects/etc.

If you run into issues the support forum is great though, quick response and fixes.

We use it and really like it. It’s a commercial product so there is a cost attached, but it’s pretty reasonable.