Most likely you installed it for root, not your own user.
Read Documentation: Installing OH-MY-ZSH.
Troubleshooting steps:
1. Are your user (not root) using ZSH really? In your user:
% echo $SHELL
/usr/bin/zsh
If not, chsh -s $(which zsh) NO SUDO!
2. Install Oh-My-Zsh without SUDO
sh -c "$(curl -fsSL https://raw.githubusercontent.com/ohmyzsh/ohmyzsh/master/tools/install.sh)
OR
sh -c "$(wget -O- https://raw.githubusercontent.com/ohmyzsh/ohmyzsh/master/tools/install.sh)"
OR
sh -c "$(fetch -o - https://raw.githubusercontent.com/ohmyzsh/ohmyzsh/master/tools/install.sh)"