jQueryUI is loaded by default. But this is only to provide popups like for login dialogs, which is probably not worth the extra load (ca. 100k zipped, ca. 500k JS code). 

1. Verify that jquery-ui.js is currently loaded for anonymous users
2. Disable PopUps on the site you don't want jQuery UI for DNN7 or DNN9
3. Verify that it's not being loaded any more

Note that certain plugins may still request jQueryUI, so on such pages you might still see it being loaded.