A top example, from discussing with non-techies who had the tools change from TUI to GUI, is the drop-down menu bar at the top of the window (or top of the screen, for mac). What used to be few keys at worst, turned out to multiple long trips by mouse to select an option 3+ levels of nesting deep, because the job was just that complex - but there was no contextual shortcut available.

Many old TUIs (and we're talking divergent brother of S/370 with random other stuff in the mix old) tended to have ways to reach pretty deep in the navigation structure pretty fast (sometimes even direct - for example airline reservation systems, where you often can make a CLI command go straight to a completely different context).