If you ask yourself the question "What would running a GUI on a server do to aid the situation and what might it do to make the situation worse?", you might find that you had the answer to your question.
On a server, the usual situation is that you want all of the desired services to start automatically, so there is really no role for the GUI in automatically starting services.
The GUI (particularly a big GUI like kde or gnome) is also going to consume a considerable amount of memory and that is a disadvantage too.
Given that GUIs are often quite complex pieces of code, would you like to bet your career on them being substantially less bug-ridden than simpler pieces of code? So, you'd have to expect that running a GUI has the potential to drag in extra bugs/security issues.
And servers are often run headless, and how could a GUI on a headless server help?
Having said that, for ease of admin you might want to use something like webmin for admin, to give you an easy to use user interface, but that doesn't run the UI on the server machine.