The password is disabled as with Raspbian – to avoid risks with people using root for everything. However you are welcome to enable it if you really need it – just login as the pi user and do sudo passwd root to set a password for the root user.
It is a lot safer to use the pi account and just use sudo when you need to however.
Sometimes it’s need to have root access. I have a back-up of all my altered files (incl. fstab for example). Some files need root access to be overwritten :)
You can also run a superuser shell by using sudo su. When running commands as a superuser there is nothing to protect against mistakes that could damage the system. It is like disabling the safety guards on a machine. It makes it easier to access the insides, but the risk of damage is far greater. It is recommended that you only run commands as the superuser when required and to exit a superuser shell when it is no longer needed.
I personally like to have root access for editing files in windows. It’s so easy to just right click and edit files via filezilla, with the added bonus that I get to use my preferred editor. Assuming you back up often, it’s not really that big of a risk. If you back up every time, there’s really no risk at all.