This is indeed a change in Windows 8. I couldn't find any public documentation yet (albeit Win8 hasn't yet shipped to customers). However, I'll ask someone on the relevant team to make this information available on MSDN as appropriate.
This is part of Session 0 isolation work that started in Windows Vista.
To go back to Win7/2008R2 settings you need to do the following:
For the registry key HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Windows
, set the "NoInteractiveServices" value to 0, which is (in Windows 8) defaulted to 1. This allows you to manually start the service that facilitates the visual dialog to you in your session, "Interactive Services Detection" (ui0detect). Without setting this key, the ui0detect service will fail to start with an error such as "Function not supported".
net start ui0detect
Of course, you can choose to make this service start automatically with Windows and always boot into being able to debug Session 0 Processes.