The influence of the spin-orbit interactions on the energy spectrum of two-electron laterally coupled quantum dots is investigated. The effective Hamiltonian for a spin qubit pair proposed in Baruffa et al. [Phys. Rev. Lett. 104, 126401 (2010)] is confronted with exact numerical results in single and double quantum dots in zero and finite magnetic field. The anisotropic exchange Hamiltonian is found quantitatively reliable in double dots in general. There are two findings of particular practical importance: (i) the model stays valid even for maximal possible interdot coupling (a single dot), due to the absence of a coupling to the nearest excited level, a fact following from the dot symmetry. (ii) In a weak-coupling regime, the Heitler-London approximation gives quantitatively correct anisotropic exchange parameters even in a finite magnetic field, although this method is known to fail for the isotropic exchange. The small discrepancy between the analytical model (which employs the linear Dresselhaus and Bychkov-Rashba spin-orbit terms) and the numerical data for GaAs quantum dots is found to be mostly due to the cubic Dresselhaus term.