I'd say that any command that can make something physical happen in the real world has a whole different set of security concerns than we've faced before. So its a serious concern.
But it's not like it's a new problem. I mean printers make something physical happen in the real world and they aren't exactly new, and last time I checked I didn't have to use sudo to print a document on Linux.
I am not sure one should need root privileges to burn a CD either.
It is, however, smart to put resource limits on a shared printer so that no one user can cause it to burn through reams at a time. And even as expensive as ink is, the ingredients of a sandwich are more expensive than the ink and paper needed to print a typical document.
Additionally, we've been seeing more and more viruses attacking SCADA systems (most notably Stuxnet), which show that people have not been taking the security issues of robotics seriously enough.
xkcd reference aside, hristov's question is totally legitimate. sudo is intended to run administrative commands. normally you would use a "physical" group to grant access like you're describing