I don't know at what point this started happening (some time after upgrading from 18.04 LTS to 20.04 probably) but I can no longer start an app from the Menu if it requires elevated permissions to run.
In the past, when I opened (for example) Synaptic or Gparted from the Applications Menu I would get a pop-up window requesting the password for the elevated permissions. NOW, I can only get these apps to start if I use the command line with sudo (e.g., as the command to run that particular app). Otherwise, I click on the app in the Menu and nothing at all happens other than the Menu minimizing again.
Is this a new security feature in 20.04?