When you program in for debugging you are writing direct to the chip, this deletes the bootloader! You'll want to restore it if you ever want to go back to using the Arduino IDE.

Arduino Zero

This is pretty easy. Launch the IDE, select Arduino Zero (programming port) from the Tools->Board menu, and Atmel EDBG as the Tools->Programmer

Then select Burn Bootloader

It only takes a few seconds to burn in the bootloader:

Feather M0 or Others

For this, you'll need to use the Atmel Studio setup, since you're using a J-Link.

Download the bootloader hex file

Wire it up correctly and select Device Programming

Select J-Link and the ATSMD21G18A with SWD. Verify you can read the Device Signature

Unlock the Bootloader protection by going to Fuses and changing BOOTPROT to 0x07 then programming

Next click on Memories in the left hand side

Next to the Flash (256 KB) section, click the triple-dots and select the bootloader file.

Then click Program to program it in