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.
I would suggest right-click in the folder in your file explorer -> open in terminal ->
sudo nanoautocomplete file name (tab tab). At least to me that doesn’t seem that much more involved and is safer. Otherwise, as others have noted, there are apparently ways of doing what you want, but it is discouraged for good reasons.