As for XFE I can add a "open as root" menu option like emelfm2.
I will do the same with ROX
I think this is a bad idea.
Tiny Core is ideal for installing on computers which the public have access to such as in Internet Cafes and Libraries. It is easy to install, and unlikely to suffer from file system corruption. In some situations a file manager may be installed so users can copy files to a USB drive. You would probably remaster, and remove access to the terminal.
If you give a computer to children (and even some adults), they often click on everything and see what happens. They make some operating systems unusable fairly quickly, such as older versions of Windows. Tiny Core is ideal for these situations. If they do not have root access, Tiny Core should always work. If they have root access, they are likely to make it unusable.
I think some people don't think of Tiny Core as an operating system for professional use. I believe, the time is coming when Tiny Core will be used in many different professional situations. Internet cafes and libraries are just examples. It should be developed with this in mind.
This is my opinion. It is OK for others to have a different opinion.