Have you looked at what https://xdebug.org/wizard.php says?

Hi Derick,
I am not sure what specifically you are referring to in the wizard. I followed all the instructions listed in the wizard. Here is what I see:

Tailored Installation Instructions

Summary

Xdebug installed: no
Server API: CGI/FastCGI
Windows: no
Zend Server: no
PHP Version: 7.0.20
Zend API nr: 320151012
PHP API nr: 20151012
Debug Build: no
Thread Safe Build: no
Configuration File Path: /opt/cpanel/ea-php70/root/etc
Configuration File: /opt/cpanel/ea-php70/root/etc/php.ini
Extensions directory: /opt/cpanel/ea-php70/root/usr/lib64/php/modules
Instructions

Download xdebug-2.5.4.tgz
Unpack the downloaded file with tar -xvzf xdebug-2.5.4.tgz
Run: cd xdebug-2.5.4
Run: phpize (See the FAQ if you don't have phpize.

As part of its output it should show:

Configuring for:
...
Zend Module Api No: 20151012
Zend Extension Api No: 320151012
If it does not, you are using the wrong phpize. Please follow this FAQ entry and skip the next step.

Run: ./configure
Run: make
Run: cp modules/xdebug.so /opt/cpanel/ea-php70/root/usr/lib64/php/modules
Edit /opt/cpanel/ea-php70/root/etc/php.ini and add the line
zend_extension = /opt/cpanel/ea-php70/root/usr/lib64/php/modules/xdebug.so
Restart the webserver
If you like Xdebug, and thinks it saves you time and money, please have a look at the donation page.

Sorry, I meant to ask whether you have looked at what http://xdebug.org/docs/faq#api said :-)

This is not a bug, please reach out through the support methods at https://xdebug.org/support.php