Yeah I'm very sure. We don't have a feature that allows you to rebuild the search index (or any other rebuild) from the CLI. That particular command is actually something completely different though I appreciate it has a similar name.
Starting a rebuild and closing the browser pauses the process, so just try not to close the browser. If you happen to close the browser then it should resume where it left off. In XF1 (and soon XF2, something we missed) there will be a message on the Admin CP home page that says: "There are manual rebuild processes that have been stopped before completion. Click here to complete them." which allows you to continue where you left off.