I believe they do. Configuration files usually have comments, GUIs typically lack that or documentation. If they do not, you have to look it up somewhere. GUIs could have documentation, but it is very rare I would say. It is something similar with the CLI flags as well. That is just my opinion. Maybe I am the only one who reads manual pages that explain what a CLI flag is supposed to do, or for example what key X means in a configuration file.
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.
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.