I'm running Lubuntu 13.10 with the i3 window manager. Tasks that need elevated permissions, like installing applications from the lubuntu software center or using the gnome-disks, complain about not having sufficient permissions and never prompt for a password. Sudo through the command line works so it seems to be just an issue with GUI applications. Everything works as normal when running vanilla lubuntu.
This is a problem of no polikit program to ask you for the password. I use lxpolkit for this, here is part of my
... some other things to run /usr/lib/x86_64-linux-gnu/lxpolkit & exec dbus-launch i3