>In Windows you can delete and break things if you're a local admin.

Yes, but deleting things with direct manipulation is more intuitive and less dangerous than doing it with rm and globbing.

The lack of discovery makes it harder to learn CLIs, they need to be studied and memorized basically. There is no intuitive way to ever learn that you need to type "man bash" into the terminal to start this journey, for example. These are meaningless words to the layman, despite holding so much meaning to someone already fluent in bash.