The accepted answer answered my question at the time, but is now outdated. Back then grunt-cli used grunt, but with another branch.
The not-accepted answers
As far as I know, grunt-cli is simply a tool to access Grunt from command line anywhere in the system, but it doesn't include Grunt itself. In other words, Grunt-CLI only looks for locally installed Grunt files somewhere in the filesystem, but it doesn't have the functionality of the regular Grunt.