It just doesn't make sense to me... I mean, if you're tunnelling then you know the username, password, ports, etc (since you'd have to fill them in to Fugu) -- so how is it easier to start up a separate application and type that information into several text fields than it is to simply type out the command?
Because applications often let you save the settings after you typed them in once. And yes you could setup something you can double click from the desktop (again, if the person knows how), but then you've just made a mini GUI for yourself