@mitu I had the same issue. It would always ask for a password on first game only. I followed the guides to no avail and found my problem was where in the file I put the user. It must go at the end of the sudoers file after the #includedir line. Once I did that it loaded without asking for permission. I doubled checked by rebooting and running emulationstation again and it loaded as expected. Hope this provides some clarity. This StackExchange thread is where I finally figured out my error.
Please do not post a support request without first reading and following the advice in https://retropie.org.uk/forum/topic/3/read-this-first