They're both pretty much exams. The 'MCSE' or any other certification from Microsoft would be worth more and probably be cheaper than udacity. If your goal to have something to show to a potential employer, MCSE will hold alot more weight.
Udacity degrees, certifications or whatever they're called are GEDs of certifications and should be treated as such.
If you want an actual job where you will be respected at, don't go to udacity.
MCSE certs prepare you for a vastly different job than IT Support. Think CompTIA A+. IT Support and systems administration are different jobs and different certifications help out in different ways.
When I got my CompTIA Security+ in college, I got asked by interviewers why I got that and not the CISSP. The answer is, while the CISSP is a far more respected certification, the requirements and entry price are also far different. The CISSP is not an entry-level certification, it actually mandates a certain number of years in the industry.
MTA is entry-level. MCSA is entry level. MCSE is for established professionals, it is an expert-level certification, so of course it's more respected. The people taking it are already well-respected experts themselves.
The MTA is the Microsoft certification that's most comparable to this. Not MCSE.
Half the folks don't have a knack for methodical troubleshooting. Doesn't matter whether they are certified, experienced, or not. Some folks don't have the common sense to simply tell someone, "I'll find out later" AND put forth the effort in finding the answer themselves.
I mentioned the CISSP which has a similar problem... the requirements are X number of years in the security industry but 90% of the people I know with a CISSP are project managers.
The problem is boot camps. When you can pay $5k and have the answers drilled into your head for a week, of course anyone can pass.
Problem is you can't gain the experience without a CISSP, for the most part. You have to get lucky that you're either promoted or transferred to a security position. That needs to change at the entry level, so these folks can get the relavent experience. Then apply to take the ISC2 or CISSP....One does not necessarily have to obtain an MSCA or MCSE just to get a foot in the door. You are not applying for a sysadmin gig when starting out. At this point, A+, Net+, and ITIL are seen as the gatekeepers.