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.
