Why do Linux users choose to download apps and other things by using the command line with "sudo apt-get" and such instead of downloading online

My question is in the title. I just don't understand it. I have seen a bunch of tutorials on various topics and if they show how to download something with Linux, they always choose to download it through the command line instead of going online and downloading it. Why do they do this? Why don't people who use windows do this too?