And you never dug any further to see WHY you're being denied access or WHY that file is not found.

Simple example, some distros will block regular user access to /root. That doesn't mean that you can't access those files, it just means that YOUR user can't see them WHILE you're logged in with that user... which is why bash file/dir completion will not work if you cd to /root/path/to/dir. Log in as root in the terminal and it works just fine. Some even might out right not see the files if you're logged in as a user, instead of root, regardless if that user in the sudoers file or not (you type in the exact path to a dir/file in the terminal and it won't open/cd to it). In those cases, even sudo won't work for some things, you just HAVE TO work with root.

To be honest, this is very rare and has happened to me like once or twice (on some distros). In most situations/distros, sudo will work just fine.