You do not need to approve each time a user wants admin access. You can use a setting after sign-in to allow elevation without approval. In this case, you still get the benefits of auditing; who elevated, when, and an auditlog of installed software and executed applications.

In auto-approval mode, you can (and should) require the user to document a reason for administrator elevation, which you can later use to cross-reference actual activity. You can (and should) also enable the Code of Conduct message/screen that will appear just before the session starts. The Code of Conduct is a screen/message that is used to inform the end user of company policy and penalties for abusing administrator elevation.

Change this setting in the portal at Settings > [OS] Settings > Authorization > AUTHORIZATION.