Is there any destination traffic upstream of the MX that is NOT on the internet?
the only way I would think it is a good idea to have that direct connection from the MX to the EX is if there is TRUSTED traffic that can use that path. If all the traffic upstream of the MX is Internet based and therefore UNTRUSTED you really should not be going down this path.
You are correct that the SRX (as do most firewalls) reject assymetrical traffic by default. If necessary, you could override this behavior, but there is good reason to have the symetrical path enforced. And in your case this is likely also a requirement for the UDP firewall.
I am not sure what you mean by metric routes. Is this a term for policy based routing using protocol? Or some other criteria?