This speaks to the old joke: If Super Glue is supposed to stick to anything and nothing is suppose to stick to Teflon, what would happen if you put Super Glue on a Teflon skillet?
After the laughing subsides, the answer is that the Super Glue would not stick to the skillet. Super Glue can only stick to substances that are (chemically) polar. Teflon is almost completely non-polar. That's why nothing sticks to it. http://en.wikipedia.org/wiki/Chemical_polarity
Silicone is also non-polar. So, by extension, Super Glue should not stick to silicone the same way it doesn't stick to Teflon.
Side note: Nothing sticks to Teflon, neither does Teflon stick to anything else. It was actually very difficult to make Teflon coated skillets at first. T-Fal was the first company to market a non-stick, Teflon skillet. It was a difficult, multi-step process that took years to prefect.
As to other substances that you could try to make a lens from, try Polyester casting resin:
Casting resin is thicker than Super Glue, it is almost perfectly clear and it is moldable. You should be able to find it in your local craft store.