No, the simple point is just that pamac asks for root privileges itself by using pkexec when needed. pacman just doesn’t have that, so you can use sudo or pkexec or run it as root.
Nowadays GUI Applications uses pkexec. It has a GUI, but can be also run on the terminal. However sudo is still very popular.
gpg checks of the package you retrieve is really from the manjaro team and has the same fingerprint. Since you use mirrors, it can always be possible that packages can be manipulated. Without gpg you cannot check that here.
$ pamac search proxychains
lib32-proxychains-ng 4.14-1 AUR
A hook preloader that allows to redirect TCP traffic of existing dynamically
linked programs through one or more SOCKS or HTTP proxies (32-bit version)
proxychains-ng-git 4.13.r10.g1198857-1 AUR
A hook preloader that allows to redirect TCP traffic of existing dynamically
linked programs through one or more SOCKS or HTTP proxies
proxychains-ng 4.16-1 community
A hook preloader that allows to redirect TCP traffic of existing dynamically
linked programs through one or more SOCKS or HTTP proxies
pamac install proxychains-ng
This does work 
Also you can write a simple PAC file which can be included at the NetworkManager:
IT is constantly changing. Most the time you can just follow and eat what you get. Yeah sometimes frustrating, cause man I liked “shutter” a screenshot program, but its getting out of date and difficult to run on modern Distros. All of those replacements since then just don’t have what shutter had.
OK back to the topic:
$ pamac build opencl-amd
Preparing...
Checking opencl-amd dependencies...
Checking ncurses5-compat-libs dependencies...
Resolving dependencies...
Checking inter-conflicts...
To build (2):
ncurses5-compat-libs 6.3-1 AUR
opencl-amd 22.10.1.50101-1 AUR
Edit build files : [e]
Apply transaction ? [e/y/N] y
Cloning ncurses5-compat-libs build files...
Generating ncurses5-compat-libs information...
Building ncurses5-compat-libs...
==> Making package: ncurses5-compat-libs 6.3-1 (Mon Apr 25 20:19:54 2022)
==> Checking runtime dependencies...
==> Checking buildtime dependencies...
==> Retrieving sources...
-> Downloading ncurses-6.3.tar.gz...
% Total % Received % Xferd Average Speed Time Time Time Current
Dload Upload Total Spent Left Speed
100 3499k 100 3499k 0 0 2365k 0 0:00:01 0:00:01 --:--:-- 2366k
-> Downloading ncurses-6.3.tar.gz.sig...
% Total % Received % Xferd Average Speed Time Time Time Current
Dload Upload Total Spent Left Speed
100 438 100 438 0 0 1189 0 --:--:-- --:--:-- --:--:-- 1186
==> Validating source files with sha256sums...
ncurses-6.3.tar.gz ... Passed
ncurses-6.3.tar.gz.sig ... Skipped
==> Verifying source file signatures with gpg...
ncurses-6.3.tar.gz ... FAILED (unknown public key CC2AF4472167BE03)
==> ERROR: One or more PGP signatures could not be verified!
Error: Failed to build ncurses5-compat-libs
$ gpg --recv-keys CC2AF4472167BE03
gpg: key CC2AF4472167BE03: public key "Thomas E. Dickey (use for email) <dickey@his.com>" imported
gpg: Total number processed: 1
gpg: imported: 1
And it starts working:
$ pamac build opencl-amd
Preparing...
Checking opencl-amd dependencies...
Cloning ncurses5-compat-libs build files...
Generating ncurses5-compat-libs information...
Checking ncurses5-compat-libs dependencies...
Resolving dependencies...
Checking inter-conflicts...
To build (2):
ncurses5-compat-libs 6.3-1 AUR
opencl-amd 22.10.1.50101-1 AUR
Edit build files : [e]
Apply transaction ? [e/y/N] y
Building ncurses5-compat-libs...
==> Making package: ncurses5-compat-libs 6.3-1 (Mon Apr 25 20:21:06 2022)
==> Checking runtime dependencies...
==> Checking buildtime dependencies...
==> Retrieving sources...
-> Found ncurses-6.3.tar.gz
-> Found ncurses-6.3.tar.gz.sig
==> Validating source files with sha256sums...
ncurses-6.3.tar.gz ... Passed
ncurses-6.3.tar.gz.sig ... Skipped
==> Verifying source file signatures with gpg...
ncurses-6.3.tar.gz ... Passed
==> Removing existing $srcdir/ directory...
==> Extracting sources...
-> Extracting ncurses-6.3.tar.gz with bsdtar
==> Starting build()...
checking for ggrep... no
checking for grep... grep
checking for egrep... grep -E
Configuring NCURSES 6.3 ABI 6 (Mon Apr 25 20:21:06 CEST 2022)
checking for package version... 6.3
checking for package patch date... 20211021
configure: WARNING: overriding ABI version 6 to 5
checking build system type... x86_64-pc-linux-gnu
checking host system type... x86_64-pc-linux-gnu
checking target system type... x86_64-pc-linux-gnu
Configuring for linux-gnu
checking for fgrep... grep -F