Earlier quoted context omitted.
Ok, so the malware runs a keylogger / clipboard logger, gets the password and runs sudo on it's own. Or replaces your shell by putting exec ~/hackedbash into your bashrc Password on sudo is only useful if you detect the infection before you run sudo
Could link it to a yubikey via pam.d so you need a fingerpress to authenticate.
At least my password won't leak as often with yubikey, but the attacker can still hack my shell to execute fake sudo. Even if I type /bin/sudo explicitly, there is ptrace, LD_PRELOAD or just replacing the entire bash binary.
In practice yubikey sudo keeps you much safer today, as almost nobody uses it and malware won't be prepared for it