Version: (using KDE 4.2.2) Installed from: Ubuntu Packages Ubuntu 9.04 KDE 4.2.2 Most package management are exclusive - which means that you can run one instance of the installation software at a time. For example, on a fresh install of KDE, konqueror prompts you to install flash player. This is spawned using kdesudo. However there is no notification that is thrown, or a panel icon is displayed (like in gnome where a icon appears, even when you run sudo dpkg on the cmdline). This indicates to the user that another installation is in progress. This maintains consistency in the user-experience, who try to run another installation and get frustrated.
What you describe is a Ubuntu-specific addon to KDE, meaning you should report your wish to Ubuntu.