Use bash-completion, it is much faster than clicking menus.

every distro I’ve tried has a strong sense that if you’re using the GUI you don’t need or deserve admin controls

GUI tools are not suited to be run as root in general. Few ones that are have special measures taken to prevent gaining privileges by another process, e. g. run a background non-GUI process as root and GUI communicating with it as an ordinary user. Such tools (package managers, system tweakers etc.) are usually configured to get required privileges via polkit (e. g. pkexec synaptic to run GUI package manager in Debian). Don't use sudo to run GUI programs!

https://github.com/brunonova/nautilus-admin

This is unmaintained, so it may not work with the latest ubuntu, but it is an extension to the default ubuntu file manager that does some of what you want

As for your title question, unfortunately ubuntu/gnome don't seem to make this easy. On some DEs you can just right click and go find the shortcut properties sorta like on windows. Others have noted some good reasons why GUI apps shouldn't run as root, but you're right that sometimes it's necessary, or simply the easiest/most expedient way to do things.

You can accomplish what you ask using a little shell script though, which you could bind to a keyboard shortcut or something. I may elaborate further but basically:

readlink /proc/"$( xprop _NET_WM_PID | sed 's/_NET_WM_PID(CARDINAL) = //')"/exe

and then clicking on the window you want to ID will attempt to identify the binary it's running. then you could either display it in a popup using zenity, or write it directly to the clipboard using xclip (or wl-copy I think for wayland distros)

I really like setting up little shortcut scripts like this with zenity for user input, and usually the notification tray or clipboard for output

I understand your pain. Most things you need to configure are either in your home direct under .config or they prompt for admin if they need it. However, not everything has a convenient gui interface to make config changes. This is mostly ok because configuration is usually done once and then never touched again.This is how Linux works, it just isn't a like for like replacement for windows, though it can achieve the same goals.

I like a better gui for adjusting audio devices, specifically the sample and bit rates. I haven't found anything that can do it in a straightforward gui.

From this and your other thread I’m getting the idea that you should switch desktop environments. Gnome doesn’t provide that functionality in the context menu by default and tends to obfuscate program names in order to be more straightforward.

Install kde. See how it treats you. It’s a lot more windowsy than gnome.

Usually when gnome users run into something they can’t do with the gui they’ll either go without it or use the command line to do it. That’s the way macos users are too.

If you don’t wanna use the command line you gotta have a de that doesn’t treat it as an acceptable fallback.

I’m just gonna respond to your other thread here as well. The problem you ought to be trying to solve isn’t running a gui program sudo (which is a bad idea for all the reasons everyone else in that thread listed), but why you’re not being prompted for credentials when you try to do something that needs them.

One of the examples you gave is a network share file access and it could be (I’m guessing because decades ago I did this too) that you have admin credentials on your local machine that match the ones your network share is looking for. If that’s the case, it’s bad, fix it.