Because there is no native gui. For most things to configure in Linux there is a webui but not a simple Gui built in. Configuration files like squid.conf smb.conf nginx.com... then we have logs but here I think I never checked for a Gui, does it work for remote ssh easily? Can you restart service easy?
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Distributions include the Linux kernel and supporting system software and libraries, many of which are provided by the GNU Project. Many Linux distributions use the word "Linux" in their name, but the Free Software Foundation uses the name GNU/Linux to emphasize the importance of GNU software, causing some controversy.
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For simple tasks you don't need CLI. Most GUIs implement basic workflows and do a reasonable job at it (obviously not counting the ridiculous amount of time Windows needs to "compute space requirements" while deleting an empty directory. Seems it's more important to get that little popup on screen and run the animation a few times than actually doing the job).
It's when you get past the basics that CLI comes into its own. Those grindy things you do in Windows clicking one thing at a time? Glue a couple of commands together in the CLI and it's done in a tiny fraction of the time.
Lynx is faster 😎
Because I have to for some things. If I could never see a CLI again I'd be happy.
If you know how to use git, you will know how to use docker (provided you know what you want to do). They are completely different programs, yet you can quickly grasp the other instinctively.
Now, Photoshop and Blender - they are also different programs, but if you know Photoshop, you still need to relearn Blender's interface completely.
This is why I prefer terminal programs in general. Unless it's more convenient to use GUi, i.e. Drag&Drop file manager, some git tools etc.
You use it because you like to be efficient your use of a computer.
I use it because I'm a bossy arsehole and I like telling things precisely what to do.
We are not the same.