This is more of a question of
flexibility.
GUIs are traditionally limited in what is allowed and what is not. A
command line usually gives you more
freedom to do things. The '
Unix-like' way of doing things (standard commands,
shells,
scripting), though having a steeper
learning curve, lets you solve problems not thought by the designer of your tools; and a GUI won't usually let you that.
Let's say you have got 200 files with a given extension and you want to change them all. Using a graphical file manager, you are probably stuck if you haven't got an specific function to do that; but that's easily done on a command line.
In the Unix world, going to the command line is often necessary when dealing with configuration files, which are usually edited by hand and hard to understand (because humans tend to be sloppy) by programs; which is one of the biggest flaws of these systems, the vast differences between configuration files, but that is another node.