I think that in the absence of an extensive test that showed the contrary, you have to assume that compiled XS modules must be compiled seperately for threaded and non-threaded use.

From the top of the threads module

Having threads support requires all of Perl and all of the XS modules 
+in
the Perl installation to be rebuilt, it is not just a question of addi
+ng
the threads module.  (In other words, threaded and non-threaded Perls
are binary incompatible.)
[download]

That seems pretty definitive. I would think that any case where you could get away with the same binary for both should be classified as "more luck that judgement":)