When is it not worth using?

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There are costs and benefits of these approaches. The IDE is much easier for simple models but is currently limited to PCs.  The DOS/command line approach is generally better for models in customized environments.  A development strategy for more complex implementations

Use the IDE to get it right.
Debug components of large models using save and restart.
Then if more comfortable use DOS/UNIX with batch files such as

 

 GAMS mymodel -codex 1 -lo 0 -s ./t/save1

 call myprogram.exe

GAMS moremod  -lo 0 -r ./t/save1