You may not have, but others have
Just to clarify things a little. The page you have referenced, does not provide any specific example where the file descriptor would be closed by something other than the program itself. And I dare to say, that Linux kernel never closes handles opened by application unless application requests it. I don't believe perl would do it either. If you know about such place in perl, please point it out, so that I could avoid this swampy area in the future.
I don't know how the things are done on Windows. But really, if Windows kernel closes your handles behind your back, then it is another reason for me not to use it :) It's a joke of course. But practical outcome is then, that IO::Select is not usable on Windows, but it shouldn't introduce any problems on Linux, as long as the user does the right thing. IMHO.