Notice that I said "can be complications". Different releases (over the years) of Mame have reacted differently between the command line version and the mame32 version. I have no idea if the latest and greatest versions of Mame have any minor differences or not. The code is different in places as when the command line version is through playing a game, it exits completely where mameui normally exits to the gui when finished playing a game. I understand that most of the time, mameui will exit completely when a game is finished if it was started from the command line instead of the gui. However, in the past there has been problems that a search of these forums should reveal.
I have seen FE authors highly recommend the command line version over the mame32 version. I have seen posts here where problems were resolved when using the FE author's recommendation of the CL version. That's the extent of my knowledge. Youki, Headkaze, or Loadman want to jump in here and give your opinion?
Complications aside, I cannot begin to understand why you would want a FE to drive an app that has a built in FE especially considering how most modern FEs do all the work in running the command line version. Obviously if you're not having any problems (as many people have none) there's no need to care. However, that doesn't mean that complications do not exist.