IMHO getting access to all the data is not the only worse case scenario. The other scenarios that are more dangerous are as follows
- Identity theft to carry out Financial crimes or other crimes.
- Making the computer part of a bigger botnet which can be used for Cryto mininig, DDoS, and other nefarious attacks. For example the computer might be used to hack into some other servers or disable utility systems. Or used to spread malware/ransomware. Or used as a command and control server. Or relay server for malware/ransomware/etc. In case of Crypto mining or block chain attack the price of electricity is paid by you.
- Loss of reputation, Financial loss and Blackmail.
I am not saying that running GUI applications with sudo is good or bad. The issue is the damage that can be done or damage can be done by a hacker. Recently I damaged a file that was being used by pacman and yay. That happened because I had run a GUI application with elevated privileges. These types of damages could turn out to be fatal. So in a nutshell using sudo to run GUI is fine as long as appropriate care is taken and the user is aware of what he or she is doing.
Further I agree running graphical editor, kedit/gedit/kate/notepad++ beats hands down running vi/nano in a terminal. There is a reason after all DE and WM exist.