sudo -i does not execute zsh properly

Issue

When running sudo -i, I no longer get proper shell, see the prompt:

[user@server ~]% sudo -i
#

I have to re-execute zsh, such as

[user@server ~]% sudo -i zsh
[root@server ~]#

The change in behavior was triggered by having enabled selinux and a restrictive set of selinux booleans.