The rear o2 is a little further back on 03- than stock on 04+, that's why the extensions exit. Since everything pre-cat is the same, they didn't bother making the bung further back on piping.
I can't think of a reason that the extension wouldn't work 06-08, unless the wiring harness is different. If you wanted, you could go to an exhuast shop and have the bung that comes with the downpipe plugged and a new one put in. That gets rid of the issue all together.