One thing that is pretty annoying about GUIs is the fuzzy factor: there are often a few pixels that could be the button, and could be the background, but you can't tell which it is for sure -- so they're effectively off limits. A keyboard doesn't have this issue, so it's a lot easier to turn commands into reflexes -- your reflexes are less likely to be wrong.

This is also why I switched from T9 to whatever the other alphabet-entering system is for cell phones: it was just too frustrating not to know exactly what the output would be if I typed quickly.