Windows NT (at least up to 7, but probably all versions) does have a text console that serves basically the same purpose as in Unix systems. It's where stuff printed with NtDisplayString goes. See Autochk (boot-time disk check) and other native NT applications which used it (e.g. boot-time defragmenters).
Also up to XP the setup disk contained a "recovery console" that also used the native NT console, and ran something very close to cmd (if not cmd itself?). It's really just probably due to some fancy compatibility reason that they decided to enable the GUI even when you'd only need the NT console.
More recent versions of Windows also contain the recovery console. I've certainly used it a few times in Win10 & Win8 (had to "fix" my partition tables on a clean Win10 install from Win8). It's not a full-screen terminal like you'd expect if you were "booting to a CLI". It's a windowed terminal sans explorer.exe. It's decently buried in the recovery options, but it's there.
About the same as the command prompt on the setup media.
Where you can run NOTEPAD.EXE and it pops up with the mouse support and you can edit and copy files as text, plus have a bit of GUI browsing in the file system while you are at it.
Also up to XP the setup disk contained a "recovery console" that also used the native NT console, and ran something very close to cmd (if not cmd itself?). It's really just probably due to some fancy compatibility reason that they decided to enable the GUI even when you'd only need the NT console.