Hi Matthias,
in Java you need OS privileges to debug Java code running on any Java application server (and additionally set up the Java VM in debug mode and stuff like that). And once you have OS privileges, you can of course debug all Java VM processes/threads on the machine, regardless which application context they are currently running for.
In ABAP you do NOT need any kind of OS privileges in order to debug. All you need is a user in the system/client with debug privileges, which is big advantage in terms of privilege separation. ABAP debugging on customer systems for example, which is a quite normal thing, would be much harder to realize, if we require any kind of OS privileges.
To cut a long story short:
As a user is required with debugging privileges in any ABAP system/client for ABAP debugging, it is not possible to realize a remote debugging in ABAPinEclipse just by specifying SID/client of the remote ABAP system.
So you need to logon to the ABAP system/client (and set breakpoints there) in order to debug. And as the system/client logon to the ABAP backend in ABAPinEclipse is conceptually linked to a project, you need to have an open project for those ABAP system/clients you want to debug in.
Regards,
Christoph Stoeck, ABAP Language