I have moved towards super-specific scripts (so I guess "CLI"?) for a few reasons:

1. You can make the script very specific for the skill and permission appropriately.

2. You can have the output of the script make clear to the LLM what to do. Lint fails? "Lint rules have failed. This is an important for reasons blah blah and you should do X before proceeding". Otherwise the Agent is too focused on smashing out the overall task and might opt route around the error. Note you can use this for successful cases too.

3. The output and token usage can be very specific what the agent needs. Saves context. My github comments script really just gives the comments + the necessary metadata, not much else.

The downsides of MCP all focus on (3), but the 1+2 can be really important too.