

Maybe if you want to customize something, like make your own file naming convention, etc, GUI could be handy.
Even then, it’s probably worth learning the CLI commands and setting up a config file with any desired settings. Once that’s setup, you’re back to yt-dlp url
again.
I use PowerShell for damn near everything. But I’m pretty sure when you’re just typing yt-dlp, space, then pasting the url, then any terminal is as good as any other.