Opening up any manufacturer sealed unit will weaken it, unless you know how to re-seal it in the same way. I think those lights are threadlocked (perhaps somebody more informed than I can confirm), which basically means a sort of adhesive us used to improve durability, prevent opening, and improve the seal. You can, of course, break the threadlock, clean the threads, and put new threadlock adhesive in when you're done modifying the light. I've used LocTite threadlock adhesive on some things (not flashlights) that never had it before, and I'm very pleased with the result.
If you bought the lens because you think it will make a noticable difference to the beam brightness, I wouldn't bother. Realistically you wont see a noticable difference even between 98% and 88% transmissive optics unless you're doing A/B comparisons, or depending upon them for digital imaging etc.
If you love the idea of modifying your flashlight because you simply must have the best quality and performance, then you shouldn't even be asking the question... do it!
Personally I'd fit it... but then, I really like cool stuff, even if it's practicality or usefulness in the 'real world' is questionable... probably why I spent hours tuning my PC to get an extra 7% performance from the CPU. If I spend money on something, I like to get every % performance I can from it.
