Doesn't really save you anything; DTLS still involves a connection with a handshake, so you have increased latency and memory overhead. Its usefulness is in low latency transport where head-of-line blocking would be detrimental (e.g. real-time streaming video; phone calls; VPNs).
DNSCurve, by comparison, is connection-less -- meaning no handshake latency, no connection overhead, and denial-of-service resilience.