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> you would realize what a serious bummer this is. 

I agree: this is a definite inconvenience. But I don't see
how it is different from having to step through any other
loop. However, I think there is a way to solve both problems
at once..See below

> Giving a 'next N' is nice, but will not be a real solution.
> Somethims it is not easy to know how many iterations there
> are. And when they are nested etc.

Actually, I did not mean "next N" to skip N iterations, what
I meant
to have 'next N' (or at least next 1) to skip next N lines
of code.
I.e stop only when
   line>=line_where_next_N_happened+N 
is reached...

So it seems like we are talking about the same thing...Right?

There are a couple of corner cases which would have to be
handled, (e.g keeping track of the current frame, etc)
 
Also "next N" would allow to easily skip over any loops (not
just list comprehensions), which I think would be a useful
feature...

What do you think?