It’s not about someone sniffing your passwords, it’s about reducing your attack surface. If you use su then the entire session has root privileges and any piece of software you run could do system level damage if it has a bug. Using sudo limits the privilege escalation to just one command.
Not for every one. For example, I still get random black screens with only mouse trails, windows disappearing, and videos not playing properly. Why yes, I do have an Nvidia card, thank you for asking.
Normally you’d just run sudo apt install … but in this case you are adding a new repository so you have to follow the extra steps of adding the signing key and so on first.