Meaning of "U" in "Viral Protein U"
So does U there mean unique?


No. The name of the Viral Protein U comes from the names of the Open Read Frames (ORFs) of the Visna lentivirus, termed by Sonigo et al (1985).

According to the paper that actually named the Vpu (Strebel, Klimkait and Martin, 1988):


  In this study, we show that another small (81 codons) HIV-1 ORF, designated vpu ["U", see (2)] encodes a 16-kD protein that is expressed in vitro and in vivo. Mutagenesis of vpu in an infectious molecular clone of HIV-1 results in the synthesis of particles with altered replicative capacity.


If you look at that reference number 2, you will find a paper named Nucleotide Sequence of the Visna Lentivirus: Relationship to the AIDS Virus, from Sonigo et al. (1985).

In that paper you will find several ORFs, named F, Q, R, U3, U5 etc. Why are they named like that is another question, but it seems to me that they are just letters of the alphabet, with no meaning. Vpu was named because of U3. By the way, HIV also has a Vpr, because of the ORF R.

Sources: 


Strebel, K., Klimkait, T. and Martin, M. (1988). A novel gene of HIV-1, vpu, and its 16-kilodalton product. Science, 241(4870), pp.1221-1223.
SONIGO, P., ALIZON, M., STASKUS, K., KLATZMANN, D., COLE, S., DANOS, O., RETZEL, E., TIOLLAIS, P., HAASE, A. and WAINHOBSON, S. (1985). Nucleotide sequence of the visna lentivirus: relationship to the AIDS virus. Cell, 42(1), pp.369-382.