If you review PRs as whole, you don't need to use the web interface. I think it only gets harder when you want to do inline comments. At least that's what the docs for github cli suggest. https://cli.github.com/manual/gh_pr_review
It does seem like it would be hard to support inline comments properly outside of an email quoting context without editor integration.
It does seem like it would be hard to support inline comments properly outside of an email quoting context without editor integration.