Most GUIs are set to disable root logins. (It's a really bad idea to do root work from a GUI, since a GUI runs many "hidden" processes, and -- potentially -- giving root access to those processes coul cause reall harm to your system.)
So, what you're describing is a feature, and should not be considered a problem.
The login-by-root prohibition can be removed. (It's an option on the login settings screen of KDE, for example.) But you should really seriously reconsider logging on as "root" into any GUI.
And, if you do need a GUI as "root," never access the Internet (or any other network) while running as "root."
If I were you, I'd leave the settings as they are now, and -- when I needed a GUI as "root" -- I'd log in at run level 3 and use the startx script to start an X session for me.