At the expense of longer processing times, uploading time and filesize you've got the benefit of making them future proof. I would consider too, where else you can use your content (besides Udemy), since it's possible 4k will be an option.
We're still at a point of 720 resolution with 1080 being provided only at special request here ('Adaptive streaming') on Udemy, so that's a concern for many. Screen resolutions are advancing and in turn, details are too.
I'd hope the next change here regarding this, won't be providing 1080, but 4K and a 1080 option for those students who don't have the bandwidth. 'Adaptive streaming' is good - provided that it can adapt to cater to those who are able to view 4K.