Dolphin limits actions when inside system folders, or try to alter a file in any way.
But Kate simply asks for the user’s password and it changes the protected file.
Why Dolphin doesn’t just request for the password as well?
I guess you can figure that out by yourself, but when you do you find an answer which probably doesn’t suit you.
How about this answer: protecting you from destroying your system. One delete on the wrong file or folder and you can re-install the OS. So be happy Dolphin doesn’t allow you to do this.
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I guess the reason for this “inconsistency” is that it would be much more risky in Dolphin.
However, I hope more experienced users can enjoy this feature also in Dolphin when the “average user” will be expected to use an immutable system such as KDE Linux soon.
At the present, there’s the option of a context menu that lets the user open any folder in admin mode, although it’s not as good.
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It would be better if there was a “allow-list for password confirmation” for specific files that won’t destroy the system, like /etc/samba/smb.conf
You have any idea what the impact of that would be? The administration alone would be a nightmare, not only to set up but also to maintain it when new software is installed or deleted when not necessary anymore.
One thing is for sure, this will never happen.
Why do you want to mess around with files on the system disk, what’s the idea behind this?
Linux actually even allows the user to destroy the system. 
Do you want to edit certain files without entering a password? Well, if you accept the risks, you can surely do it by following a number of steps once and for all. For example, create a simple systemd service that will ensure that the files you name have permissions you like so that you can edit them as your own, that’s it.
There’s also the sudo visudo command to add many elevated privileges to any user.