I have been sanding and polishing headlamps long before there was a kit for it.
Yes, sanding it will remove the uv coating. Some cars have no coating. In this case the crossfire does.
After you sand and polish wax your lenses!!!
If you wax your headlamps when you detail your car the lamps can stay nice for a long time.
Also once the coating is completely remove it is easier to polish them again in the future.
I prefer a product called "liquid glass" it is an expensive wax but works as advertised.
It also has good uv properties that will help keep the lenses from turning so fast.