Hi @Holger Buerger ,
Actually, there is currently no such option to set a global policy that forces all sharing links to be password protected in SharePoint Online, even though you are an administrator. SharePoint security is not only a matter of having SharePoint admin permissions. It definitely is a team effort where so many other roles are involved. Other security features like Multi-Factor Authentication (MFA), Security and Compliance, planning the people or groups who can share, access control policies and etc. deserve your consideration as an alternative.
Take a reference to the following articles:
Managing SharePoint Online Security: A Team Effort
Policy recommendations for securing SharePoint sites and files
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