the uv only kills the free floating algae not any that may be stuck on the glass, pipes, rocks etc.
algae is a good indicator that your system is functioning properly. algae will still grow regardless if you have nitrate at 30ppm or 5ppm, its only its growth rate that is effected.
algae only gets out of hand if you feed too much, dont do enough maintenance, have the tank in direct sunlight, have lights that simulate sunlight, have lights on too long or a combination of all the mentioned.
the best way to combat excess algae growth is to use a combination of tools/methods, a uv will help take the free floating algae out of the question so that cant eventually stick to any rocks etc. regular water changes, feed correct amounts of food, keep lights on for no more than 8-10hrs, get fast growing real plants as they can out compete the algae for food, buy a small sponge and use your hands and finally buy an effective algae eater such as a bristlenose plec or ottos depending on the size/type of fish you keep.
algae eaters are not miracle workers and shouldnt be used for combating algae alone as you will be severely disappointed at the results, plecs also make a significant contribution to a tanks bio load so your filtration has to be taken into account.