Why does deidara say un?

Answer 1

Deidara says un because the word 'un' is a Japanese supportive word to say after a sentence. It would kind of be like you saying 'that's right' after everything. I know this because I speak Japanese as a second language.

Answer 2

at the end of sentances he sometimes makes a grunting noise translated to hmm, or yeah

Deidara normally makes an audiable grunt that is translated into English as "yeah","un", or "hmm".

Ya it's funny 2 hear.