why would you want to go to that trouble? UF stands for underground feeder...it doesn't need conduit.

Is it safe? That depends on your total installation...there are lots and lots of rules regarding how deep (UF), how it enters through wood framing members, box connection.

Most cities require a permit to do this electrical work...it's the cheapest insurance you can buy...because the inspector will check the work to ensure it is done safely and to code.

Why use UF cable if you are going to run conduit?? Run single conductors inside the conduit. This will be far easer and safer than UF in conduit or UF alone! You will need the physical protection of the conduit if the wire is exposed to physical damage anywhere in the run.