The Try it for CoffeeScript was meant to be extremely simple, not to replace JSFiddle and such. The errors will be moved to the output area in next release. Someone might get around to implementing proper editor into it (say CodeMirror). That said, MS has people they pay for developing TypeScript, CoffeeScript is just of bunch of folks who enjoy working on the compiler and helping others. You certainly shouldn't expect the same level of secondary effort as in Dart or TypeScript - yet I think CoffeeScript is doing great on this front.
I’m glad to hear that compile errors will finally be displayed in the output area in the next release (https://github.com/jashkenas/coffee-script/pull/3425). If anyone feels like improving that interface even further, they could try implementing the mockup in this issue: