Hi,
No matter which schema they are in (dbo or sde), geodatabases have the same functionality. The difference is just in who "owns" the geodatabase system tables, procedures, and views. Since your users are creating their own databases, they are dbo in the databases they create. When you enable a geodatabase while connected to the database as a login that is dbo, the geodatabase is created in the dbo schema.
Some people prefer to create an sde user and schema in the database, connect as the sde user, and create the geodatabase. The geodatabase is then created in the sde schema. This makes it easier to identify which objects are geodatabase system objects. But if you aren't concerned with visually identifying the geodatabase system objects, dbo schema is fine. 🙂