Using a platform-specific tool feels like vendor lock-in. Given the recent trends, behavior, and activity of GitHub, it sure seems like this is the opposite of what the world should be going for generally.

Also if someone could help me understand: Are these so-called stacked commits not possible with multiple commits on a single branch? I prefer to write my commits as atomic, independent, related changes, on a single branch, with both Git and Mercurial. I am apparently missing something: why can't a better UI simply show a multi-change PR?

The CLI is not required and you can push up your bookmarks as branches and open stacked PRs via the UI. You can also use the gh CLI to just create the stacked PRs on github.com (essentially an API wrapper), without using it to manage local state.