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http://wiki.ros.org/rosdep states: Do NOT run rosdep update with sudo. It is not required and will result in permission errors later on.

What that page writes is good advice, for normal usage scenarios.

Setting up a Docker image is "not" normal usage, in the sense that typically, everything in a Docker container runs as root (by default).

The potential issues wiki/rosdep is warning about are what you can run into when first running things as root and then switching to a regular account. But as I wrote above, that's typically not how Dockerfiles are written.

So I believe what you are doing is OK -- inside a Docker image.