This CLI is an all-in-one type solution to manage Atlas related job in one place. Here, instead of installing the CLI directly on your system, you use docker so you can later easily remove if you want, change settings without disturbing your OS, or create a local server as you pointed out.
You could instead use Docker and Kubernetes tutorials to run clusters, and then manually install, setup and run MongoDB servers/clusters. That is a bit tiresome as you would guess, and it is already the second part of the tutorial you linked:
https://www.mongodb.com/docs/atlas/cli/stable/atlas-cli-deploy-docker/#create-a-local-atlas-deployment-with-docker-compose.
The old/common way is to install MongoDB itself. But here, you installed a mini Atlas server which has at least one extra as mentioned in the text: a local Atlas deployment with Atlas Search capabilities enabled.
This is a new in-preview feature to have more than just the database server itself.
PS: You can use the CLI to manage your Atlas cloud, but I am guessing you are already familiar with that 
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