With Netlify, you can centrally manage your environment variables in your site's deploy settings admin, and access them in your local build when running `netlify dev`. This allows for a safer way to handle sensitive data. The Netlify CLI provides additional functionality, such as the ability to create, update, and delete environment variables directly from the terminal, without needing to commit a `.env` file or manually record variables locally. You can also use the CLI to list all environment variables, import them from a file, and manage them for teams, making it easier to collaborate and be more productive when creating and managing sites.