gksu inherits current window's keyboard layout
Binary package hint: gksu
Default behaviour for new windows is to start with the user's default keyboard layout. However, gksu inherits the keyboard layout used by the window that had focus when gksu started. The user does not expect this behaviour since it contradicts the default behaviour of other windows, and most of the time the gksu prompt is totally unrelated to the focused window (when starting an administrative application from the System menu, for example), which further adds to the user's confusion.
As a side note, I believe most users pick a Latin-script password (since virtually every computer supports it), so having gksu start with a different keyboard layout is totally useless for most users.