To answer your question......
You may get a bit longer life out of the DA 9 speed vs. the Ultegra, but if you take proper care of your bike you'll get tens of thousands of miles out of Ultegra. The Da does have a crisper shift than the Ultegra that requires a bit firmer touch than Ultegra. I've got the Ultegra on 2 of my bikes and love it. More of a silky feel than DA. I have not heard about Ultegra being more sensitive to worn chains..... this may be more with the rear dérailleur than the shifters.