I've seen other quirks happen that I can't explain. I know most of them can be fixed, even if it means re-assigning file types, and using the old protocol reg fix, but that hesitation really comes from Unreal > UT, because if I recall correctly, to save install space, the UT installation would just steal the "unrealshare" stuff that was already installed in the other title, but somehow that screwed stuff up if you installed them backwards.
Then again, I could be totally delusional, I just remember having trouble once, and now I install all the unreal titles I want on my machine in order, and fully patch them before starting the next.
None the less, UT still has it's problems. I'd still rather play 2004.
Why again don't you play UT2004 NeoNite?