Setting up BAMT root access
In the absence of a reason, I'm going to assume it's specific to their distro, and they meant "we only created (and always use) the root account, so our documentation assumes you are logged in as root. We haven't tested for odd corner cases that arise because of subtle differences in the way sudo works".

sudo is considered more secure than logging in as root for a number of reasons. It should always be used on mainstream distros.

But for a tiny USB stick distro (with no ability to login as root over the network), the security benefits of sudo may not be worth the complexity.