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Only for your user, and it means a keylogger on the system if it gets rooted can't pull your password to try on other machines. Personally I always either login as root or use passwordless sudo.
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Yubikeys are also surprisingly annoying when setup for the as well. A working developer just needs sudo a lot.

Realistically a "sudo button" would be handy, on the keyboard, with a display to show a confirmation pin for the request (probably also needs a deny button so you can try and identify weird ones).

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hmm have i missed anything?
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Any program on your computer can just run "sudo" to escalate itself.
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