Most Windows admins still prefer a lot of GUI management (I've gotten some groans in response to my statement new servers would tend not to have it), but remote desktop to the server is no longer the preferred way to do that: Remote Server Administration Tools effectively installs all of the server GUI on your desktop PC.
Due to the number of legacy applications Windows Server folks tend to support, it's unlikely server GUIs are going away entirely anytime soon, but for a lot of basic server functions supported directly by Microsoft, it's doable. And in addition to not wasting processor and memory pushing pixels, Windows Servers without the GUI are susceptible to less attacks, require less changes during Windows updates, and reboot faster, all on account of just having "less" onboard.