This is the way it works now all updates require a password in versions prior to 11.10 but since 11.10 the password is no longer requested for security updates.
A password is still required to install software and for updates that are not for security however.
From the Security Team FAQ:
Update Manager doesn't prompt for security updates
Why does update-manager no longer prompt for the user's password?
As of Ubuntu 11.10, update-manager no longer prompts for the user's password to apply updates. This was decided to improve usability and
to make it easier for users to apply security updates and therefore
increase system security. The rationale is as follows:
Like in previous releases, by default only people in the admin group are allowed access to perform security updates.
Only updates for already installed software can be applied without a password. Installing additional software still requires people to
enter their password.
The password prompt had become an irritant for some people such that they would just press 'Cancel' instead of installing the
updates. The password prompt decreased system security for those
users.
People that did dutifully apply updates became conditioned to enter their privileged password perhaps daily. When the user is prompted for
the password, it should mean something and the frequency of
update-manager updates meant that some people no longer thought about
why they were entering their password. For these users, the password
prompt had the potential to reduce security.
For environments where this change is deemed not appropriate, this functionality can be disabled by the administrator via PolicyKit or by
creating users that are not in the admin group (a recommended practice
to begin with).
root
in your desktop environment (bad idea). I think you're just confused with the way sudo "remembers" your elevated privileges. Did you enter your password for elevated privileges some short time before? Then it will remember that for 10 minutes (the default), by design. See also: sudo credential caching on by default. – gertvdijk Jun 19 '13 at 12:28