Is it safe to handle an arc tube from a SOX lamp, or is it like quartz glass halogen lamps where skin oil damages the glass and gloves are needed?

Unless it is somehow proven to be safe, I would consider all as sensitive for contamination.

If the question is about the complete SOX lamps (with the outer), then i would guess it is safe, the losses of the complete lamps are rather low for the size, so the surface temperature not that high.

But way different story would be handling really the bare arctubes, without the outer.
It does not operate at that high temperatures as halogens do, but on the other hand the used material is not quartz so it is more sensitive.

Thank you for your input. 

I think it's something like borate glass, but im not entirely sure.

The borate glass is only on the inside surface as an extremely thin layer.  The bulk material and outer surface is ordinary soda-lime glass like any other standard lamp, so entirely safe to handle.  Just be careful because the glass at the U-bend area tends to be rather fragile - it’s easy to crack that by accidentally pinching together the ends of the two limbs.

Thank you James, I'll bear that in mind.