HDPE is a singular polymer plastic, meaning that it's lower cost than EPDM, and easier to recycle. HDPE is also completely BPA free. BPA has been shown to cause a host of complications if consumed by or exposed to humans, including ENT irritation, all the way to neurological disturbances. HDPE completely eliminates the risks associated with BPA, and is found in much of our food storage.
HDPE plastic may be more expensive than other liners, however, it is also one of the strongest materials you can choose. HDPE is incredibly durable, and can withstand some of the most corrosive and abrasive chemicals. You'll often see HDPE used in landfills and waste treatment centers in order to contain or transport leachate.