Windows and Mac each have well thought through and secure solutions to these problems. It just doesn't exist on Linux without serious sacrifice of UX.

The Desktop Linux equivalent to that would be Polkit.

Psst. There's also this, in typical KDE style: https://github.com/aeroshell-desktop/uac-polkit-agent

UAC is only a sudo equivalent when running under a non-admin user account, at which point it's nearly as convenient to simply run admin commands from a command prompt running as a separate user, or a separate desktop session entirely.