Isn’t it enough to just enter your password once to login, then receive a warning whenever you’re about to do something potentially dangerous?
If it’s such a big security risk, how come the most popular and widely used operating systems in the world and their users seem to be unaffected by it?
I guarantee, most new users coming to Linux from Windows/macOS are going to laugh and look at you funny if you try to justify entering your password again and again and again.

It’s not only that, but also still requiring permission securely.
On windows, when a program requests admin permissions, a window pops up on what is called a “secure desktop”. Secure desktops are like new sessions or “window namespaces”, where only the creator process can see and interact with the window on it, others can’t send simulated click events or keypresses to it, neither can they make screenshots. Basically any program can open a secure desktop, keepass can do that for example, but it’s only really effective when a privileged component of the OS creates the secure desktop.
So it’s not about just not requiring a password. That’s probably fine on a server installation where you are very selective about what programs you run.
A desktop system is not like that, though. There the users are running many kinds of programs, many of which may have vulnerabilities even if they are not malicious, and not requiring a password is only secure if the OS can make fairly sure that programs can’t click accept themselves.