That is something Caja can do, too. It seems a lot of file managers can whereas Nautilus cannot but then I prefer to use the terminal to access files as root.
It could be removed by default in general because of security reasons already mentioned.
I tend to use the command line for editing single files but when I have to make changes to many files I prefer to use a root file manager session. In either case, it’s nice to have the choice.
Caja for me. It’s simple, efficient, and gets the job done. Thunar and Nemo are all right, too. I’ve never really liked Dolphin, but then I personally never seem to like Qt desktops.
And, of course, I quite often find myself using the command line to manage files, but that’s mostly when I’m doing web development stuff.
I like Midnight Commander. (mc). It’s a simple terminal file manager, that just works.
So, sudo pacman -S mc OR sudo apt install mc OR sudo dnf install mc, you get the idea. 
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I used thunar for a long time when XFCE was my standard DE. I think I had a problem with it searching though, can’t remember, so used to use Dolphin instead for that. Apparently Dolphin is insanely powerful (not surprisingly, for KDE) but I’ve never really learned it. I think anything that’s a little trickier for file management might be better to do in terminal. Having said that, mostly I’m just moving files around, not much else, so the default in Gnome 3 (nautilus) suits me just fine and is what I normally use.
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Hello,
My vote is D-All of the above, Just choose and use! 
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