After using sudo some files now owned by root

Isn't that a correct behavior by design? Aren't we suppose to run graphical commands that need root using `gksudo`?

Actually that would be gksudo to use a step backwards, under Ubuntu 12.04, there is not a problem. The files are not modified to Owner 'root'.
If I 'gksudo ...' use, I always have to enter my password, with 'sudo ...' only once.

Even if I 'sudo -s' use, the owner is changed to 'root':
axelw@work2:~$ sudo -s
[sudo] password for axelw:
root@work2:~# pwd
/home/axelw
root@work2:~# chown -R axelw:axelw /home/axelw
root@work2:~# pluma /etc/lightdm/lightdm.conf
...
root@work2:~# find /home/axelw -user root
/home/axelw/.local/share/recently-used.xbel
/home/axelw/.config/pluma/pluma.ini

Looking at the man pages, `gksu` and `gksudo` was always a option for running graphical apps with elevated privileges as `sudo` will give root privileges but will retain current user environment.
Upstream offered a PolicyKit based gksu https://wiki.gnome.org/action/show/Apps/Attic/gksu?action=show&redirect=gksu as a better option, however due to not being maintained and having open CVEs for long time, after 12.04, gksu-polkit package was dropped https://bugs.launchpad.net/ubuntu/+source/gksu-polkit/+bug/1172339.
So, options are:
a)
$ gksudo pluma

b)
$ sudo -i
# pluma

c)
$ sudo su - root
# pluma

Thanks for the information, now I have found a good solution for me:
axelw@work2:~$ sudo -i pluma /etc/lightdm/lightdm.conf
[sudo] password for axelw:
...
axelw@work2:~$

Written in one line is used by root environment, but after the end of the command I'm 'axelw' again.

There appears to be a bug in the Ubuntu systemd shim implementation, the following upstream bugs all describe the issue.

 * https://github.com/mate-desktop/mate-settings-daemon/issues/44
 * https://bugzilla.redhat.com/show_bug.cgi?id=753882
 * https://bugs.debian.org/cgi-bin/bugreport.cgi?bug=766464

I'll try to find the correct place to file this issue, but it is not a bug in MATE.

This is not a bug in MATE itself. If the XDG_* variables are not set then it is not the receiving applications fault.

I have tested on Arch Linux with "proper" systemd 218-1 and the issue of file ownership in the the users `.config` home directory being changed to `root` is not present. I can reliably reproduce this on Ubuntu 14.04 running systemd-shim, so I can only assume the root cause lies in systemd-shim.

https://bugs.debian.org/766464 is a different bug - I don't have systemd-shim installed and the /run/user/1000/dconf/user file still gets owned by root when I run pluma via gksu. In addition, the files in my home dir aren't affected by that bug at all.