I always thought that Windows gave me a super easy to setup server too because of the fact that I don't have to use the command line.

With Linux server setup, if I haven't done something in a while - I must go and hunt down the information on what files I need to configure and commands that I need to run. Sometimes it takes hours of reading. With Windows I can usually take a look at the standard management interface provided with the server software and just figure it out or be guided through it.