UA doesn't help you win the opposed check.
It does, actually… just not in an immediately obvious manner. Unnatural Agility helps you win the opposed check, it just doesn't help pass the Stealth Test.
Assuming, like the Dark Eldar in the Black Crusade book, that an Eldar Ranger has Unnatural Agility (3). With the Agility of 50 and Stealth +20 translated from their statblock in Creatures Anathema, and the +20 from a Chameleoline Cloak, they've got a basic 90% chance to pass a Challenging (+0) Stealth Test by itself… but the overwhelming majority of Stealth Tests are Opposed by someone else's Awareness.
An average Guardsman on patrol, trained in Awareness and with a single advance in Perception, has a 36% chance of passing an Awareness Test.
If both successfully pass (just over 32% of the time), then Degrees of Success are the first port of call to determine who wins. With Unnatural Agility (3), the Ranger gets a bonus Degree of Success, so will score a minimum of 2 DoS on a pass, and a maximum of 10. The Guardsman can score a minimum of 1, and a maximum of 4. If Degrees of Success are tied, then the tie is broken by the highest Characteristic Bonus - the Ranger has an AB of 8, compared to the Guardsman's PB of 3, so the Ranger wins all ties here. This means that the Guardsman needs to roll a 16 or less (3+ Degrees of Success) to have even the slightest chance of success if the Ranger also passes, and only if the Ranger's roll is particularly high.
The Ranger's chance of sneaking past the Guardsman successfully… 78%. Removing Unnatural Agility knocks that down by about 2.5%.
The Guardsman's total chance of spotting the Ranger, all else being equal… a little under 6%, which includes the odds of him passing and the Ranger failing. If the Ranger lacked the Unnatural Agility, that would go up by 2-3%. It isn't much, but it's something.
Admittedly, it matters more when the difference between the two tests isn't quite so extreme, but it still has an effect.