The whole point of `sudo` is to grant you someone's else privileges (usually root) without asking this other account's password (unlike `su`).

`sudo` is asking here for your password to make sure a passerby won't misuse your unlocked terminal.

Ubuntu and many other Linux and Unix OSes are granting the initial account created at installation time the right to run any commands as `root`, which is still an account under Linux. Direct `root` logins are by default disabled for a better security and traceability.