In their script, they mention recommendations for firewalls that run as superuser, but they don't say what kind of danger it poses if these programs have vulnerabilities and another program thereby gains root privileges.

We're not talking about root privileges, but even kernel privileges up to Catalina:

Every memory access can be read, system calls manipulated… Supreme power indeed…

General suggestions for improvement that I will add:

• "sudo has weaknesses" - This could lead to it being used less frequently. Mention that macOS El Capitan + protects sudo and makes it unassailable.