It might be roundabout weird because using Windows you expect any request performed by the user (except perhaps modifying system32) to be accepted without questioning.

Linux (with a few exceptions) gives the user the expectation that the reason they need sudo is that it is the safety glass confirmation around the potential self-destruct button (even if sometimes needed for mundane things)

If you are using sudo all the time something has gone wrong

Yeah not sure that one holds up. I'm happily on Linux now, but permissions are something that often creep up and I need to sudo often.