If you don't mind using a different file manager as root, you can install thunar, the Xfce file manager. I don't use sudo, as I prefer to use su. (It's my machine, and I know the root password, so there's no reason for me not to use it. Checking, I see that running su -c thunar works just fine. I've also installed beesu, which allows you to launch a program as root in a GUI, and having a launcher on my panel that runs the command beesu - thunar on those rare occasion that I need to run a file manager that way. (If you're running KDE, as I presume because you're using Dolphin.) there may be a DE specific version of beesu that you can use.
If you don't mind using a different file manager as root, you can install thunar, the Xfce file manager. I don't use sudo, as I prefer to use su. (It's my machine, and I know the root password, so there's no reason for me not to use it. it.) Checking, I see that running su -c thunar works just fine. I've also installed beesu, which allows you to launch a program as root in a GUI, and having a launcher on my panel that runs the command beesu - thunar on those rare occasion that I need to run a file manager that way. (If you're running KDE, as I presume because you're using Dolphin.) there may be a DE specific version of beesu that you can use.