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if you log in as root, everything in that session runs with root privileges and you never know what might go wrong - one big reason windows is so unsecure is that most people are running it with something like root privileges all the time. su-ing when you must is better.
If you insist on unlocking the desktop for root, try removing the .kde directory in root's home directory. It might give you a normal desktop next time you log in (it will recreate the default and if the default is a locked down one, you'll get that back).
I think its best not to run any desktop environment or window manager as root for safety and security issues. This is probably why the root account in KDE is more or less crippled. If you use your root account, any small error can cause irrepairable damage to your system and it makes it easy for intuders to gain full access to your system. Its quite easy to do system administration etc using "su", it just takes a bit of getting used to.