The late from 2005 isn't hurting you. The 2006 lates aren't hurting you much, but if you can...get them off...every little bit helps.
You can definitely (and should) gw these companies to have the lates removed.
Why not begin by calling them and speaking to the dept who handles the dmp?
If they say *NO*...call your DMP consultant and work with him/her. I had EXCELLENT results this way...with all being removed.
It could be a simple error on their part/reporting.