Nope, I don't know what the globe absorbs, but diffusers tend to reduce lumens by quite a bit. Imo it's worth it. I'd wager ~10% efficiency increase by removing the glass, but who knows. If you look at Cree's XT-E HVW documentation the 12V model (what's used in the 9.5W Cree bulb) has an ideal luminous flux of 93.9lm. The 9.5W Cree bulb achieves 84.2lm/W (800lm/9.5W). That's about 10%, but that's pretty rough math work.
I'm guessing his LED's went Blue because he did what I did, but wasn't as fortunate. I pulled the glass off and it shaved the protective dome off two of my LED's. I can see it cut down pretty deeply and close to the phosphor. I'm guessing he was unlucky enough to have shave the phosphor right off. If you're careful with disassembly you shouldn't have a problem, but it's easier once you've taken a bulb apart and know where you can go wrong.
When the glass is hot you just want to crack the glue. You want/need deliberate, yet controlled, force. You don't want the glass dome to jerk outwards once you crack the glue because you'll drag it across the LED's. If you're super worried make sure to crack the glue when it's hot, then place the bulb somewhere safe while everything cools down a bit so you can safely get the glass off.
Or, just whack the glass with a hammer lightly to crack it, then pull glass shards out with pliers. No heat needed.
-Edit-
You got me wondering.
As you can see, the two damaged chips (second column from the left) don't look too out of the ordinary when illuminated, but if you look closely the top chip (the one that got damaged more) has some Blue light shining up onto the floor, and neither chip looks quite as bright as the rest, imo. So even I have some phosphor damage I didn't immediately notice. I'm not worried, I won't be flowering with these, but I do feel dumb for shooting myself in the foot like that. Definitely be careful with glass removal regardless of method.