Ubuntu does ask for a password at install
What it does, is gets you to enter a password when you install it. It uses that password for your root access and your main user account. When you log on, it logs you in as the user, and when you want to do something as root, it asks for your password again. If you're one of those people who wants to have it do an auto initial log in, it can be readily set to do that, but you always still need your root password to be re-entered when you ask to do something that requires root access.
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