The main difference is that the US release
exists, and the UK release doesn't
Paramount hold the distribution rights to Deadwood in the UK, as opposed to Warner Home Video in the US, so there's really no telling if or when it'll ever be released here. I'd imagine this difference in distributors is also the reason the UK DVDs didn't have any extras (I'm guessing the US extras weren't licensed to Paramount), and why the US Blu-ray is Region A locked (to discourage importing into territories where Paramount are responsible for the releases.)
I've got it though, it is a very nice set, so it'll be a shame if it doesn't come out.