It’s a warning that snapd cannot fully confine the application because the OS uses cgroups V2 but snapd doesn’t completely support that yet. This seems like the kind of warning users should get when installing the package, not when running it.
As @galgalesh said, you can ignore the cgroups warning. Support for cgroups v2 is in development, but has not been rolled out.
The cause of the sudo error is that /snap/bin is not in sudo’s secure_path configuration variable on Fedora, so it does not find your auto-cpufreq executable. You should be able to run sudo /snap/bin/auto-cpufreq or sudo snap run auto-cpufreq instead.
Alternatively you could try adding /snap/bin to the path by running sudo visudo and change the path.
Disabling the cgroups unified hierarchy would not solve your sudo problem, so no I wouldn’t suggest you tell people to do that. The Fedora developers test their system in the unified hierarchy mode, so changing the setting might cause other things to break or function sub-optimally.
This is the PR where the cgroups v2 support is being worked on: