This is related to a bug in mysqladmin failing to properly set the
password for an account with auth_socket enabled:
http://bugs.mysql.com/bug.php?id=81965 (I'm not sure if
secure_installation uses mysqladmin or if it's just the same logic).

When installing the package with an empty root password, the root user
will have unix socket authentication enabled, so only the system root
user can log in as root. To set a password, the auth plugin must also be
reset to mysql_native_password, i.e. with «ALTER USER 'root'@'localhost'
IDENTIFIED BY 'passphrase' WITH 'mysql_native_password';»

After running secure_installation, can you still log in with «sudo
mysql» with no password or user specified?

Also note that mysql_secure_installation is largely redundant for a
fresh 5.7 installation; The only feature 5.7 doesn't set by default is
the password validation plugin.

** Bug watch added: MySQL Bug System #81965
   http://bugs.mysql.com/bug.php?id=81965

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https://bugs.launchpad.net/bugs/1610574

Title:
  mysql_secure_installation locks out root database user

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