> You can write the application function by function ...

and then use JUnit or TestNG in Java, or similar features in other languages. Which you can automatically run, including showing code coverage, both with a button in your IDE and as part of the CI/CD process when you commit.

Unit testing doesn't provide the level of interactivity a REPL does. A REPL lets you see the output of parts of an unfinished function based on the running program's state.

If you've already thought out the whole program before you start writing it, that may not be as valuable. In my experience, software often isn't that way and the ease of exploration a REPL and long-running process provide are unmatched.