It comes with a gui?

There isn't really any huge advantage (at least for gVim, I run linux...), it's just nice to detach it from the terminal.

Mostly, I can change the window size without it affecting the size of my terminal, and add some extra tweaks if wanted.

I'll second this question. Terminal Vim has always been there for me, and when you're used to it, there's nothing stopping you from coding over an ssh connection.