If you install gksu-polkit and use it to run programs as root (i.e. running gksu-polkit nautilus in a terminal instead of gksu nautilus) then you'll be asked for your password with the PolicyKit UI. But I think it would be better that programs using gksu be updated to use PolicyKit directly instead of calling a separate application (gksu-polkit), but who knows :)
If you install gksu-polkit and use it to run programs as root (i.e. running gksu-polkit nautilus in a terminal instead of gksu nautilus) then you'll be asked for your password with the PolicyKit UI. But I think it would be better that programs using gksu be updated to use PolicyKit directly instead of calling a separate application (gksu-polkit), but who knows :)