You can use --sudoloop option with your normal update command and paru/yay will ensure the terminal session remains authenticated until the command has ended. For example:
paru -Syu --sudoloop
This way, after long builds, paru/yay won't have to wait for you to enter the sudo pass, or timeout and thus fail to install the built packages. This was something that really annoyed me as someone new to Linux/Arch.
Uhh depends on your rig I guess. I build the various emulators from git and some of them like vita3k can take awhile.
But for me its more about being able to leave the update unattended, knowing that when I come back they will all be done and I can close the terminal window.