secretdis a full node including the code running inside SGX, and secretcli is a command line interface (CLI) for sending and querying Secret Network transactions.
secretdrequires a full node with SGX capabilities; it's less user-friendly than secretcli because users must do the secondary step of installing SGX for its use. Most users interacting with the Secret Network using a CLI will not require a full node for sending and querying transactions and do not need to access a full node with the code running inside SGX.
secretdwas created to improve user experience. Installing SGX on Windows (hard), Mac (not supported), and desktop Linux (hard) is challenging and only required for specific use cases like running a full node, checking the status of a node, viewing public keys associated with a node, backing up mnemonics of a node, etc...