On Linux it's a CLI privilege escalation program, having a GUI pop up when you can just take user input from the terminal the user is already using is kinda...
There's a reason why pkexec is a separate thing from sudo on Linux. Two separate programs that handle two separate tasks. Sudo is intended for CLI. pkexec is intended for GUI applications and is provided by the Polkit framework. It's that pointless work flow slow down you hate to see.