Isn't running commands as admin, in the same terminal window, already possible via the use of runas.exe? Granted I haven't daily driven Windows in years but IIRC that does the job albeit with clunkier syntax.
It's possible this sudo could have been implement as yet more clunky flags to runas, but it seems like making it a separate tool has benefits: off by default, whereas runas is a nearly always-on required built-in; more importantly a nicer less clunky syntax.