The CLI is easier to integrate into a normal development workflow, than clicking buttons, dragging files, or copy/pasting code to get the code into the browser.

I guess this supposes that "normal" means somewhere near the command-line, which might not be true for all developers.

If you mean CLI by desktop app, then... It strips out one of the most annoying parts of doing exercises for people who already have tools and like them... navigating to a website, using some crappy browser editor, file browser, and all that. No copy/paste.

This is the workflow:

    Ask for a new [language] exercise (it selects the next one for you to work on and downloads a test file and readme)
    Work on exercise locally in whatever environment you want
    Submit exercise and fetch the next one

There's no desktop app. There's a CLI, a collection of problems and their respective tests, and a website for some collaborative code review.