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The CLI version of PHP is meant for writing standalone shell-scripts running
independently from any web server. As of PHP 4.3.0, the CLI version of PHP
is installed by default, alongside whatever web server interface you choose to
install.
It has been possible to write shell scripts using the CGI version of PHP
since PHP 3.0, but a number of workarounds had to be added to make CGI
better suited for this, such as the q option to silence headers. During PHP 4’s
development, it became apparent that a separate command-line version of
PHP was needed to keep CGI clean, and CLI has been distributed since 4.2.0.
This has not stopped people from writing PHP shell scripts, but CLI is
more accessible (because it is always installed) and consistent (it’s designed
for this job).