I believe the new window is to prevent SHATTER attacks (https://en.m.wikipedia.org/wiki/Shatter_attack), to ensure that a higher privileged process has a higher privileged Window. Is that not a concern anymore with this new sudo, or is there some other mitigation involved not?

EDIT: from the linked wiki page, "By design, all services within the interactive desktop are peers, and can levy requests upon each other. As a result, all services in the interactive desktop effectively have privileges commensurate with the most highly privileged service there."

"In this configuration, Sudo for Windows will open a new elevated console window and run the command in that window. This is the default configuration option when sudo is enabled"