Q: Doesn’t WordPress-CLI have all these features?
A: Almost. WordPress-CLI can automatically check core and plugin checksums with wp core verify-checksums and wp plugin verify-checksums, However, wp-cli does not yet have the functionality to verify the checksums of WordPress themes.
While having the ability to run wp theme verify-checksums would be nice, that feature is not available, and it will likely be a while before it gets implemented.
Additionally, wp-cli should be ran as an unprivileged user for security reasons, and handing that de-escalation of privileges on multiple WordPress installations across multiple users on multiple servers can be a large technical hurdle.
Q: Ok, so how do I use the checksums on this site to verify my WordPress files?
A: See the Documentation.