Now let's say the output looks wrong; e.g. we get nothing out. Weird, the previous command looked right, and it doesn't seem to be a problem with the filter we just put on the end. Maybe the filter we added part-way-through was discarding too much, so that the things we actually wanted weren't reaching the later stages; we didn't notice, because everything was being drowned-out by irrelevant stuff that that our latest filter has just gotten rid of.
Tricks like this `\#` let us turn off that earlier filter, without affecting anything else, so we can see if it was causing the problem as we suspect.
As for more general "why use CLI?", that's been debated for decades already; if you care to look it up :-)