Not on Windows Vista or later they don't though, unless they require you to run them as administrator. Or, in other words, UAC popups every time you launch them.
This became a routine after installing Windows: the first thing I do is type UAC in search bar, go to user account control settings and effectively disable uac. Thus I get the popup message only once to confirm change to UAC settings. 
After all UAC is there only to insult my intelligence, not unlike the Metro UI in Win8.
Maybe it's just because I'd spent plenty of time using Linux before Vista came along and so as well as understanding the (very good) security benefits, I'm used to having to elevate applications that need administrator privileges, but I really don't understand the UAC hate. It's hardly a huge inconvenience, and it's honestly something Windows should have had years ago, like every other decent OS.
Just allowing any old applications to run with full administrator privileges and do whatever they want without any kind of oversight, as previous versions did, is a ridiculous security risk. UAC effectively guarantees that malware can't damage your computer without you expressly giving it permission first, which is well worth the occasional extra click, IMO.
