You can edit system configuration files, but that's brute force. First of all, as a rule of thumb, configuration resides under
/var or anywhere else. HarlemSquirrel explained how to do a proper change to the default policy. Editing files under
/usr is guaranteed to blow up in your face sooner or later, as those files are provided by system packages, which will be updated/replaced eventually.
But the bigger problem is that these changes are completely unnecessary, as of 18.04 at least. This is a "you're holding it wrong" issue. Actually, it's a usability issue on the NM applet's part, but anyway. Take a look at
<description>Modify network connections for all users</description>
Meaning users can't create connections, right? Wrong! Look further:
<description>Modify personal network connections</description>
As you can see, NetworkManager supports the concept of user and system connections. The problem is, the applet creates system connections by default. So when you open the applet on the tray and click Select Network, then select the one you want to connect to, it asks for a sudo user, because creating system connections are only allowed for admins.
BUT if you open the Settings app, go to Wi-Fi and click on the desired network, it'll easily let you connect without admin password. Walk in the park.
Why the applet wants to create system connections by default is beyond me though, especially since you can make a user connection a system one anytime later. It's the Make available to other users option under connection properties, and when you check that and click Apply, it'll immediately ask for sudo password, as it should. I'll try to find a way to make the applet create user connections by default, I'll update this answer if I figured it out.