they are a pain in the ass because they need to be replaced every 2 years or so. grime and grit gets underneath the braid and degrades the rubber, eventually leading to failure as the rubber ruptures. also, if you've ever worked with the 10mm flare nut on the brake system or fuel system, you'll find that they're VERY easy to strip, even with a proper flare nut wrench.
the coated ones prevent the grit from getting under the braid. Also, i found that the fitment on my russell lines was far from ideal and led to some issues. I believe that this was a batch of lines that russell had actually recalled for this very purpose so maybe they're better now.
pedal feel will be firmer, but the difference in feel isn't worth the money or the maintenance to me.