I'm only familiar with the Anthropic equivalent, but the cognitive load is different as opposed to necessarily better or worse. I have friends who prefer mousing around the UI.
Tabs for long-running often-compacted sessions is a difference I've noticed in emergent UX.
I use Claude Code CLI, Codex Cli. Both are really good, they don't eat memory like the GUI apps.
I use the CLI, too, but I enjoy watchinng people use the desktop apps. It seems like the desktop apps may be a little bit better suited for human-in-the-loop work. If you're already switching back and forth between a mouse, having an IDE running may make more sense.
The best feeling has to be in the CLI, in my oppinion. A low-stakes project where you can let ultracode runaway from you in the CLI is the most fun.