Keyboards are just faster once you learn them.
In a traditional TUI you can type at full speed and the system will process the keystrokes as it is able, with no keystrokes being lost. If a keystroke calls up a new screen, then the very next keystroke will apply to that screen. Competent users could be several screens ahead of the computer, because the system doesn't make them wait for the UI to appear before accepting the keystrokes that will apply to that UI.
It's not something windows does or can disallow. You just focus the window in the code and that's it.
Reminds me of https://en.wikipedia.org/wiki/Therac-25
What works best is heavily task dependent, and also needs to account for cognitive load and training requirements. Stations with few primary tasks taking limited input (e.g., product lookup forms and customer purchase forms) lend themselves heavily to a keyboard driven UI, but many others either do not. In that area, it ends up just being a strong personal preference guiding what seems best.
Sitting in large offices with rows of desks and a huge clock on the front wall, they weren't interacting with customers, they were transcribing from sales sheets, order forms, application forms, etc. prepared by someone else.
There was no great need for user friendliness, because the only users were in house, and they performed the same data entry hundreds of times every day.
The only need was for speed.
The arrival of the PC started changing everything, as people got familiar with the mouse and GUI.
Somehow mouse-based GUIs became the default for everything, which made a lot of sense as at the same time data entry was pushed out to the users themselves and intermediary data entry staff disappeared.
But if you want a fast, simple way to quickly perform common transactions even on very small screens, old school TUIs have a lot to learn from.