Dear submitter, please read thread above with rationale for exsting behaviour.
Existence of those .u files means that svlogd was terminated in non-graceful way. For example, I can confirm, that killing `svlog' process with SIGKILL results in .u file leak. Personally, I accumulated number of .u files while I was debugging my runscripts. Can you reproduce this issue with regular usage of runit -- I mean no processs kill(2)ing, only boot, halt, reboot, /etc/service symlinks and sv(8) tool. If not, it is still unfortunate, that this behaviour is undocumented and creates files with confusing names. Probably, this issue could be somewhat alleviated by choosing another suffix (f, for `fail', maybe) and documenting this behaviour.