Doesn't Yubico have some GUIs for the Yubikeys? I don't know, I prefer the CLI :-). But I remember seeing something like that.

To answer your question, a CLI is a lot easier to write than a GUI. So the GUI would be the next step after the CLI, if there was enough demand. Now I'm guessing that people who care enough about security to try to handle it properly are anyway people who can use the CLI.