Don’t think about asking for a “password” and think about asking for “permission”, because that’s what’s happening. It’s asking for permission to make system-wide changes to the computer. Your Ubuntu system is multi-user and so you may not want everyone to be able to make those changes. If you do, you can certainly configure the system to no longer ask you for permission, but the default asks.
I don’t want my 11 year old Son to have access to install random software on the computer, that’s my job