Same here, but I can understand why someone might want to. For many people, even those that are comfortable on the command line, a GUI is a more comfortable experience. And, I have (rarely) needed to do some filesystem management as not my primary user account.

It's nice to have a GUI for those things sometimes rather than a command line for everything. If you're doing things right, your daily login shouldn't have access to modify system settings or read sensitive logs. But troubleshooting requires that often and ls, vim, cat, tail, etc., can become cumbersome compared to a GUI file manager and proper GUI text editor like Kate or Gedit.

I installed something that I got very disappointed, and wanted to get rid of it

the script itself tried to rm something in a directory but failed, sudo dolphin didn't work, so I found out how to delete stuff from... I think /bin or /usr/local/bin ?

That needed me to run as admin/root so I did it. I deleted 1 file, the leftover artifact of the thing I didn't want installed. I then stopped using dolphin as admin so that I wouldn't break everything forever.