A lot of GUIs have less options available than their CLI equivalents. Moreover GUIs change more often, requiring you to relearn the actions to get the expected result Shells can remember the commands you used, commands are also way easier to write down on paper than a list of actions to do on a GUI And using man or --help is not going somewhere to know the options, you stay in the shell If you want to know all the features of a tool, reading the manual is also easier than browsing all the GUI
The CLI lets the user automate tasks, giving them more control over their workflow
Why https if the traffic is already encrypted by the vpn?