Because the expansion of the wildcard needs to happen with the privileges granted by sudo. If you just ran "sudo rm ..." the expansion would be done by the current shell, which doesn't have the required privileges.
Normal users have r-x on /Users, but for that wildcard to work, they would need r-x on /Users/foo, /Users/foo/Library, and /Users/foo/Library/LaunchAgents, for every "foo" user in the system.
For that exact command, yes. But if `/Users/*` by itself can be expanded without root you can construct the list of files to delete without needing the `zsh -c`. Eg `for d in /Users/*; do sudo rm -f "$d/Library/LaunchAgents/NightOwlUpdater.plist"; done`
It's a minor point overall. I was just checking if MacOS had something else going on with its file permissions.