I mean it opens it without asking for the password!
I have used sudo systemsettings to change the fonts and theme (to Breeze Dark) of root applications like Apper. Then, Super+E, which before was set to switch to English keyboard, began opening Dolphin as said.
I have fixed this by disabling that shortcut in root systemsettings.
But I guess sudo systemsettings shouldn’t be used, right?
(Tuxedo OS, Plasma 5.27.10).
You should not run any GUI application with sudo or as root.
Not only is this a huge security risk but this can also mess with all sorts of things like file system permissions.
Back up your important data while you still can 
This is a great illustration of why running apps as root is a bad idea. Especially System Settings! Because any chance you make there (even accidentally) will be applied systemwide or to the root user, and have unexpected effects that are difficult to troubleshoot and fix.
Just don’t do it. 