My text editor (I prefer TextMate, but Sublime shares a lot of its roots with TM) is another one with lots of menu stuff. Truth be told, 90% of it could go away and I'd never notice (because I am only coding in a handful of languages and don't need a universal editor all of the time). But I think these complex tools are an exception, and I would not provide tools like that to the vast majority of people who are better served by a simple editor like TextEdit (which is far simpler, but also far more powerful than Notepad).
That seems, actually, to be a prime example of a utility that would really benefit from a few menus!
Oh come on, this is just brushing the problem under the rug. You're moving all of that complexity out of view, but you're not removing it. Making HTTP requests is hardly a complex thing for a user. I do it with my web browser all the time without having to check a single checkbox ever. The whole example is kind of contrived, but the point is that engineers design poor UIs. Whether those UIs are visible or tucked away to be less discoverable is hardly material. The fact that it's a front-end to wget points to the fact that the UI of the underlying command prompt is the source of the design problem, and that has neither menus nor checkboxes! They're all fundamentally the same UI, just presented (or not) slightly differently.
Making software simple to use is quite hard, but it's worth doing, and it doesn't mean the software is not powerful or useful. It's the difference between computing being accessible to everyone versus reserved for people who have spare time or resources (like income) to dedicate to it.
