There is very little or even any sysadmin stuff you have to do from a terminal window (unless you so desire) with sudo that you can't do in the GUI these days. The fact that you can temporarily use "root/admin" rights (after supplying the necessary credentials) w/out having to log off and back into admin/root and back again, is actually a feature, and a good one. And with the exception of kernel updates/modules, you don't even have to reboot your system when you update it or install new software.
Flexibility and working the way YOU want to is part of the appeal.