Command line stuff on Windows (server) is in a pretty decent state now, imo. It's not perfect but more and more is manageable with powershell. It took some time to really grok that you're basically always working with objects but I'm a big fan and now quite dislike having to deal with just "text" output when I do something in Linux. (Probably also because I need to do a lot less in it so I'm not used to it as much)

Personally again I also like the naming scheme much more than how it's done in bash. If I need to do something I don't know I can search the command by using logical words. E.g. I want to change the properties of a service but don't know the command by heart I can use

Get-Command service

And I'll get a list of all commands that contain the word service.

When it comes to admin privileges you simply have the privileges of the account you used to start the session, which has its' own dangers I suppose since it requires you to maintain account hygiene yourself.