This has already been added for OS X, but not for Windows (at least Windows 7 x64) and possibly not for Linux.
ST should automatically ask for admin password, if not already running as admin, when saving to a folder that requires admin privileges.
Created this new topic as other ones are already marked as completed.
Here is link to previous completed suggestion: 27820-prompt-if-need-elevated-permission-to-save
Customer support service by UserEcho