Personally, I think GUI mistakes are WAY harder to undo, sometimes impossible.
1. For one thing, there's no history of what was done so you can't see the exact mistake.
2. Windows that pop up, steal focus and take the next keystroke as response.
3. Accidentally hitting some sequence that's interpreted as a special command in a GUI. Sometime doing something like rearranging said GUI and having no idea what happened.
4. Many GUI interfaces have no way to export the settings in a human-readable form so you can see what the differences are from default. Makes migrating those setting very difficult. With text-based configuration files and diff, it's trivial.
At the end of the day, if you have no idea what you're doing you want the hand holding of a GUI to direct you into the most likely choices. But if there's no button, you can't do it. With a command line you can do about anything, but you might have to read up on it. The next time it's easy.
I agree with an earlier poster that the ideal GUI would generate a list of commands that it ran so you could see exactly what it was doing. It would also have ^z for all operations.