There might be. I looked into this yesterday, I am with British Gas and it says on their website that they may need a security deposit.
I'm in the same boat as you, my previous rented house I paid DD monthly but when I bought this one, pre-pay meters were already installed so I thought I would keep them as it would be easier and help me budget better.
I didn't realise that it actually costs upto 20% more to pay this way, I've had them for 5 years now and need to get rid!!!