After you upgrade to UWS from UltiDev Cassini, your Cassini applications will be hosted in a host process made to resemble Cassini environment. You may live them there, unless you want to take advantage of UWS features, like SSL, Windows authentication, better security of processes running under Network Service user account, private hosts, support of .NET 4.x framework, etc.

The most compelling reason to move applications to UWS native host is to take advantage of better security provided by Network Service user account, which is pretty restricted, and reduces attacker's chances of taking over the entire machine if one of the applications are hacked. Applications hosted in "Network Service"-based processes also lose ability to access entire PC's file system and have other access rights reduced, which may cause some applications to stop working properly.

Please regression-test your applications' behavior after your move them to "Network Service"-based hosts: better security means more restrictions, and more run-time access violation errors.

Best regards,
UltiDev Team.