Sudo has two protective jobs. One is to completely prevent people from elevating if they aren't in sudoers. The second is a best-effort attempt at preventing people from blowing their own foot off, by running most commands without privileges.

If you are in sudoers and you are compromised, then there are like a million ways of getting root for a malicious program. They could override your sudo, override your terminal, override your shell, override your de, even override say "cat" so that instead of exiting when it is done, it starts a shell that mitms all your commands and waits for a sudo one.