I have reviewed both the NEC and the UL "White Book." Neither specifically address the issue- it appears that no one considered it.
Type USE is severely limited in its' indoor applications, but there is no such limit on SE.
Since it is not specifically prohibited, I would say it is allowed- especially if there is a desire for additional mechanical protection.
However, I would consider the issue of de-rating, as is done with Romex. While there is no official temperature rating for the assembly (unlike Romex, which is 60 degrees), it seem reasonable to treat SE in a like manner.