Hello Harry,
FUSE for macOS 3.5.0 and later create mount points in /Volumes for you automatically. If a non-existing mount point is passed to FUSE, FUSE will create it for you and make sure the permissions are set correctly. sudo is not required.
However, some file systems like (older versions of) SSHFS check if the mount point exists (and fail with an error if it does not) before handing control over to FUSE. In this case then you might want to get in touch with the developer of that particular file system. May I ask which file system you are using?
Regards,