Ash, I can totally understand your reasons for wanting to go ahead with the IUI. As long as you know the risks, and are willing to reduce if need be, I say go for it. I tend to agree with you, that if the IUIs haven't worked by this point, I think there is likely another underlying issue that problem needs to be addressed with IVF..
Never, with regard to the SART stats, the overall stats represent the success rates of every fertility clinic in the US, all averaged together. And there is TREMENDOUS variability among clinics. Some clinics will report a 0% success rate for your bracket, while others will be MUCH higher. For example - at CCRM, one of the BEST in the country, the live birth rate is 48.7% for 41-42 year olds. https://www.colocrm.com/AboutCCRM/SuccessRates/2010IVFStatistics.aspx
This is with using their own eggs, and CCS testing... If this is something you and DH really want to make happen, I would consider traveling to one of the top clinics. And CO is probably the closest to you... and they have some of the best stats around. Anecdotally, a 41 year old at my clinic just got her BFP last week. It does happen.