Customizing the logout pages is a confusing case of mixed simplicity and complexity. On one hand, it's really simple to adjust the path in the UAG's user interface:
However, on the other hand this simplicity also hides a few dangerous curve balls. The problem is in the fact that the login and logout code is extremely important, and a code bug in there may lead to horrible results that can be hard to predict or trace. For example, during logout, UAG clears some important cookies. If you have customized the logout page in a way that circumvents the cookie clearing code, the cookies left behind may confuse UAG's user- and session-tracking mechanisms and lead to various errors and strange behavior.