Why Linux admins prefer the command line over a GUI?

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Because it's much easier to cut and paste from a browser!
That's a joke, of course, but sometimes not far from truth. Especially, I found surprising how many Linux site offer only some "I did this way" explanations, usually followed by a long list of commands, without any explanation. I've seen people copying them with very little changes if nothing at all - usually configuring their systems the wrong way.
CLI and configurations are good when you know what you're doing - not as copy&paste containers...