In particular, is there a difference between (1) and (2), and if so, what is it?
(1) .i .e'o do mi sidju
"Please help me."
(2) .i .e'o ko mi sidju
"Please help me.
Yes, there is a difference, but it's the sort that probably won't matter outside of poetry or literary analysis. As you say, the latter is more direct.
To take another example, contrast {.e'o ko cliva} with {.e'o do cliva}: in the latter, I might be more aware of (and maybe more interested in) the possibility that a bouncer would throw you out.