I found a (lengthy) guide to doing this but it is for gksu which is gone. I have to imagine there’s an easy way. I am running Ubuntu. There is no specific use case, it is just a feature I miss from windows.
EDIT: I always expect a degree of hostility and talking-down from the desktop Linux community, but the number of people in this thread telling me I am using my own computer that I bought with my own money in a way they don’t prefer while ignoring my question is just absurd and frankly should be deeply embarrassing for all of us. I have strongly defended the desktop Linux community for decades, but this experience has left a sour taste in my mouth.
Thank you to the few of you who tried to assist without judgement or assumptions.
You’re not the first person to want this in Linux. As others mentioned, a form of it is built in. Much like windows apps that require elevated privileges. Similarly Linux apps will prompt for a password during launch if required on a properly configured OS. I’m not going to argue that it shouldn’t exist. I’ve rarely ever run a sudo <gui app> from the terminal, but the few times I have over the last decade+, Dolphin file manager has a nice option for the terminal built into it which makes it easy.