For wake from screensaver/sleep, this should be configurable. Your window manager is locking your session, so you probably just need to turn that option off.

For installations and updates, I suspect you're used to Windows-style UAC where it just asks you Yes or No for admin access in a modal overlay. As I understand it, this is easier said than done on linux due to an insistence on never running GUI applications as admin, which makes sense given how responsibilities are divided and the security and technical challenges involved. I will say, I agree 100% that this is a serious area that's lacking for linux, but I also (think I) understand why no one has implemented something similar to UAC. I'll try to give the shortest version I can:

All programs (on both Windows and Linux) are run as a user. It's always possible for any program to have a bug in it that gives another program to opportunity to exploit the bug to hijack that program, and start executing arbitrary, malicious code as that user. For this reason, the philosophical stance on all OSes is, if it's gonna happen, let's not give them admin access to the whole machine if we can avoid it, so let's try to run as much as possible as an unprivileged user.

On linux, the kernel-level processes and admin (root-level) account are fundamentally detached from running anything graphical. This means that it's very hard to securely, and generically, pop up a window with just a Yes or No box to grant admin-level permissions. You can't trust the window manager, it's also unprivileged, but even if you could, it might be designed in a supremely insecure way, and allow just any app with a window to see and interact with any other app's windows (Xorg), so it's not safe to just pop up a simple Yes/No box, because then any other unprivileged application could just request root permissions, and then click Yes itself before you even see it. Polkit is possible because even if another app can press OK, you still need to enter the password (it's not clear to me how you avoid other unprivileged apps from seeing the keystrokes typed into the polkit prompt).

On windows, since the admin/kernel level stuff is so tightly tied to the specific GUI that a user will be using, it can overlay its own GUI on top of all the other windows, and securely pop in to just say, "hey, this app wants to run as admin, is that cool?" and no other app running in user mode even knows it's happening, not even their own window manager which is also running unprivileged. The default setting of UAC is to just prompt Yes/No, but if you crank it to max security you get something like linux (prompt for the password every time), and if you crank it to lowest security you get something closer to what others are commenting (disable the prompt, run things as root, and cross your fingers that nothing sneaks in).

I do think that this is a big deal when it comes to the adoption of linux over windows, so I would like to see someone come up with a kernel module or whatever is needed to make it happen. If someone who knows linux better than me can correct me where I'm wrong, I'd love to learn more, but that is how I understand it currently.