2006/07 model lenses are the same, I have the Smoke lenses on my 07 S2R 800 and they fit like OEM, no leaks or problems.
My only complaint is the plastic they mold the lenses from is a little soft, so be very gentle screwing the lenses in place as it is easy to tear the thread out, I secured mine with a drop of soft thread locker to ensure the screw would not work loose and I would lose the lenses.
The threads are not in the lenses and not the lenses fault. The threads are in the stock housings that the lenses are mounted to. That said, yes, still be careful and add some silicon to the threads to help retain the screws. I had only one that did not tighten properly when I changed mine...