Also, the homogeneity of the unix interface (pipes and utilities that uses them) means that you also have very powerful primitives to work with.
Proving the utility of the command line could benefit from a few full featured examples, but this would need a longer post that i'm in the mood of writing right now :)
With that said, you have a powerful administration programming language on windows called powershell. It's much better than bash by a lot of metrics. The way it's integrated into the system is not very good though. For example, the terminal client sucks, and the security system is way too complicated for casual use.