MCP defines a consistent authentication protocol. This is the real issue with CLIs, each CLI can (and will) have a different way of handling authentication (env variables, config set, JSON, yml, etc).

But tbh there's no reason agents can't abstract this out. As long as a CLI has a --help or similar (which 99% do) with a description of how to login, then it can figure it out for you. This does take context and tool calls though so not hugely efficient.