For example, merging an entire stack is completely broken in many cases: https://github.com/github/gh-stack/discussions/212
You can merge one by one, but if you're using squash and merge, you need a re-approval for each PR in the stack if you require reviews. This makes you lose out on arguably the biggest gain of stacked PRs.
The command line tooling (gh stack) helps to make things slightly less manual, but you still need to be very aware of how git rebase works, the tooling just helps automate it across multiple branches. For example, just running the "gh stack rebase" commands that the UI suggests won't work if your local branches are not in sync with the remote ones, and the tooling won't point that out to you.
I do find the stack UI quite nice. It's quite minimal compared to standalone PRs, but it's enough to show the relationship between them.
(My comments all assume you already have a good reason to stack PRs. This tooling just help to make the workflow easier, it does not give any new capabilities)