The first line on the sshuttle GitHub page says 'does not require admin'. Why even have installation instructions via 'sudo' then?
Up to you if you trust your distro's security team, of course :). I trust mine.
The instructions in README.md say "sudo pip install" and "sudo ./setup.py". To me, that is a bad idea. Things that are manually installed should be kept in completely separate directories. My preference is to install such packages in my home directory, which should in no way require sudo.