Configuration files occasionally have comments. CLIs sometimes have man pages. GUIs sometimes have tooltips and often have additional help documentation. I'd say that's pretty much a wash. But GUIs can also much more easily convey complex relations between options, such as some option only taking effect when another two each have a specific value, or even simpler things there being a specific set of permitted values for an option. Sure, you can document the cli but that information is probably going to be inherently presented as part of the GUI.
I have been taught more by those two, than by GUI. The only thing I could imagine that may teach me through GUI is Smalltalk, but that is very limited. On top of that, GUIs might be less common for whatever reasons as well in the UNIX world.