Since they are two different materials, the risk involved with UV exposure to one has nothing to do with the risk of the other. In other words, while both should not be exposed to excessive UV, exactly what happens to PEX could be very different from what happens to PVC. Both an umplugged TV and sodium should not be placed in water. The results however of not following that guidance are very different. One catches fire and explodes, the other simply becomes inoperable.
In the case of PVC, the manufacturers have test data that show the only significant effect from UV exposer is to make it more brittle and subject to shattering when hit. Other than that it does not lessen it's ability to function in normal pressure water systems.
As long as PEX will accept paint, then that should protect it from UV. That is what is recommended for PVC exposed to UV, as in pool applications. But exactly what happens to the characteristics of PEX from UV, I don't know.