Thats why I prefer DE bulbs actually... The effectiveness of UV protection that is 'built in' with SE bulbs has been shown to vary from maker to maker (its a very thin layer, so more UV does get through). With a nice thick piece that I own and know is LoE and thick... I know there will be little to no UV.
The other thing is that I prefer the glass sheild because it protects the reflector from salt spray and corrosion. The amount of light loss due to that is much more than anything that a glass sheild might take away. You can always wash off the glass, but you cant as easily just wash off an aluminum reflector.