I presume "CR.ed" away, you mean you hit the enter/return key? (In which case I would say LF.ed away, since in linux that's a Line Feed char, not a Carriage Return char, no?)

But anyway, I don't think sudo (or maybe even all Linux low-level user things) accepts blank passwords. For example, on Ubuntu (and I think as of lately, Debian, if not by default then as an option) root user doesn't have a password, which prevents any and all logins as root. You can always set one with the "passwd user" command, but honestly, there's no point to do so if you never have a use for it (like SSH'ing INTO your N900).

Anyway, I think this is fairly clear - if the program uses "sudo" to execute itself as root, then sudo will simply wait indefinitely wait for a password, which prevents the program from opening from GUI, due to the lack of a password being entered. And then, due to no entry in sudoers to allow it, it won't open even if a password is provided, because the default is for sudo to not permit an action unless it's specifically configured to allow it.