No you don't need to change the radiator and oil cooler. They are the same. Just change the shroud to the one you want.
My '09 AW runs a muscle shroud instead the one it came with. Some guys know something is different but can't figure out why mine looked different from others.
'02 VRSCA a.k.a. "No Wife", '05 VRSCSE a.k.a. "No Kids", '07 VRSCX a.k.a. "No Girlfriend" , '09 VRSCAW a.k.a "September Project (The Turbo One)"
'03 VRSCA (now next project), '05 VRSCA (also for parts), '14 VRSCDX (I'm NOT hoarding parts)
You know they are just like potato chips, you can't have just one.