Actually, there is one, albeit not a bundled one. PowerShell is a seriously powerful CLI. In some regards considerably more powerful than the UNIX/POSIX shells from which it is clearly inspired. Like many Reg readers, I've been rather anti-MS for a while, but PowerShell is a very clear example of something Microsoft have definitely got right; take the concepts of the UNIX shell, and apply them to .NET objects so you can do pretty much anything from a simple command script to a GUI application all in the same scripting language.
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