Extended Validation (EV) certificates exist to give the end-user greater assurance that the web site is who they say they are. This is because the enrolment process that is followed by the Certificate Authority (CA) has meet a minimum standard (http://www.cabforum.org/Guidelines_v1_3.pdf).
The actual certificate features are the same EV or no EV so the certificate itself provides no extra encryption or security technology. The only change to the certificate is that a Certificate Practice Statement (CPS) that is recognised by the browser as being EV. If the CPS object identifier (OID) matches a list of OIDs known to be EV and the normal certificate validation passes, green is displayed in the browser.
For an internal network, this should make no difference because the level of verification of the host and the requestor is normally the same. If it makes sense in your environment by all means do it, however if you are trying to increase security then implementing Online Certificate Status Protocol (OCSP - http://en.wikipedia.org/wiki/Online_Certificate_Status_Protocol) would be more helpful. OCSP is supported by Bluecoat, Windows 2008 R2 CAs and a range of other products.
Support for intercepting EV SSL certificates from a Bluecoat appliance works but the certificate seen by the user will not have a CPS attached to the certificate so it will not appear green in the browser.
Hope this helps.