If a malicious user got access to your login and you have unrestricted
sudo access, you are correct:
sudo access wouldn't provide any additional barrier compared to just using a
root shell directly. (That's likely the first thing they would do with their
sudo access anyway.)
However, if it's just you using it, using normal privileges except when you actually need root access can help prevent some unpleasant mistakes.
It's not a point of security; it's a point of accident prevention.
This has been discussed extensively elsewhere on this site:
Note: Setting up
sudo in a corporate environment with access restricted to very specific commands is of course an actual security advantage. With my statement above I'm referring to personal computers, and answering the question: "Why is unrestricted
sudo access preferable to using a
root shell directly, even on a personal computer?" It's preferable because it prevents accidents.