I have lenses with both. The advantage of the pyrex is generally needed most with higher output units. SF used to do lexan and lexan only. I had a VERY early Surefire M500 system. It came with a lexan lens. With the high output bulb, the lexan got too hot and disfigured. I have a M6 with pyrex that someone accidentally left on. It melted the carpet it was standing up on but the pyrex is still perfect.
The pyrex is VERY tough stuff. The only time I have heard of it breaking was with some torure testing Size15s has done to a M2. He kept throwing the light over his house onto some sort of asphault I think. Eventually, like after the 4th time or something, the Pyrex broke. As I recall the incident... the light still worked! Gotta love the M2.
Anyhow, in addition to this, the lexan WILL get scratched. As it gets scrathed it lets less light through and the beam will become fuzzy. SF does sell replacement lexan lenses and I have replaced a few before on units that were just too scratched an hazy for my liking. Its not hard to do. But, the pyrex lens on the M2 I have carried every single day (bezel up and unprotected BTW), still looks smooth and shiney after I clean the lint off!!! [:p]
Pyrex is better >period< Its worth what they ask.