SE lamps have the outer glass envelope to curb their UV output, whereas the DE pendents come with the UV shields installed, so either way there's no need to sweat the UV thing IMO. I've never had a UV problem using DEs.
DE setups generally do have higher output in similar wattages - apparently (according to the work of folks like Sanjay Joshi, Richard Harker, etc.) because of the small, consistent lamp geometry which allows for more efficient lamp & reflector performance.
DE setups are more pricey, but the higher output/efficiency and more compact installation is appealing to some.
HTH