In the Linux world, your GUI is built on a stack of separate programs. At the bottom is the "display server", such as X11 or Wayland. One of these needs to run to have GUI windows (or a full-screen background) at all; otherwise the screen is just covered by 80x24 terminal, and even if there were mouse support there would be nowhere to click or drag to change that. Without the display server, you are in a "text session". It's relatively rare to do this locally nowadays, but Linux still adheres to the highly modular UNIX philosophy.

Your terminal windows (whether that's "Terminal" or "cmd.exe" or anything else) are still fundamentally graphical programs that emulate such a text session.