Additive manufacturing technologies have reached a point where ready-to-use items are directly produced from a PC-stored data file. Among these technologies, selective laser sintering has become a mature technology able to fabricate complex geometric structures using a variety of materials. Despite the versatility of this technology, it also has some drawbacks. One of those limitations, of major concern for building optical elements, is the step-like structure of the surface specific to the layer-by-layer building. In our paper, we present extensive full-wave electromagnetic calculations that consider the effect of those steps on the optical behaviour of refractive lenses made for the THz spectral domain. Our results show that at least up to 1.5 THz, the additively manufactured, stepwise lens behaves very close to its ideally smooth surface counterpart.