Is that when installing ZAP? If so thats expected.
If you want to be able to install ZAP without using sudo then you can use the "Linux Package".
Even if you run the installer with sudi you should be able to run ZAP without using sudo.
If that fails then let us know what command you are using to start ZAP and any errors in the zap.log
I tried to run without "sudo" and a warning comes out that I have to run logged in as sudo to be installed the application. I don't have any logs in the terminal