The reason for version-specific directories is that a module compiled for one version of perl may not work with another version of perl; this is particularly true of modules with binary pieces. There may also be modules where the newer versions work with 5.6 but not 5.005, so you would install the newer version in site_perl/5.6 while leaving the old version in site_perl/5.005 unchanged.

It's possible that none of these conflicts exist for any of the modules you're using, but you can play it safe by reinstalling all the site_perl modules when you upgrade to perl5.6.