I have never heard that non-unique indexes in DB2 occupy less space. I have heard that about some other databases though, but I am not sure that DB2 works that way unless it was changed from the original design (but my knowledge of internals is a bit dated).
The problem with inserting in non-unique indexes is that DB2 has to find the end of the chain for that value to insert the next index row. If the cardinality is low (lots of the same index values) DB2 has to scan all the index entries for that value to find the end. Again, that may have been changed in recent releases (if IBM changed the internals of how indexes work), but I know that historically has been a problem.
You don't necessarily need to get the index cardinality unique, but getting it down to below 200 does help. Also, making sure your percent free is set up in an optimal manner is important to prevent index page splits (which are also very expensive if done frequently).