That makes sense, it’s good to be weary. Root access is needed for higher privilege tasks and flashing an image to a USB is one of them, best practice is to use sudo so that you are only using root for the actions you need it for, whilst still being logged in as a normal user.
You would get a UAC check in Windows trying to flash an image to a USB, which is elevating your privilege temporarily to administrator.
If you are just starting out with Linux then have fun, the most rewarding part is figuring stuff out like this so you know for next time!
Shodan has web crawlers to grab hosts, not everything has been crawled so there is a chance it will appear eventually.