Yes, you can give root a password, (and its a good Idea in my opinion) but the default ubuntu installation does not have one, and many users new to linux never bother to install one. (And that is the way ubuntu "wants" it for new users).
The sudo -s trick works in all cases** and does not require new users to create a root password on those distros that are set up by default to not have one.
**(Well, if sudo is not running or the user does not have sudo privileges then this sudo -s won't work, and that user shouldn't be installing software on the machine at all)