I've used pp many times over the years, you don't show how you tried to make the exe (see also How do I post a question effectively?), but calling it with the -x option tends to resolve many of these problems:

pp -x -o package.exe source.pl
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This runs your program to determine any additional run time dependencies. I've tested this with the code above and the exe generated works as expected:

C:\marto>package.exe
This is a paragraph.
It contains several sentences.
"But why," you ask?

C:\marto>perl -v

This is perl 5, version 26, subversion 0 (v5.26.0) built for MSWin32-x
+64-multi-t
hread

Copyright 1987-2017, Larry Wall

Perl may be copied only under the terms of either the Artistic License
+ or the
GNU General Public License, which may be found in the Perl 5 source ki
+t.

Complete documentation for Perl, including FAQ lists, should be found 
+on
this system using "man perl" or "perldoc perl".  If you have access to
+ the
Internet, point your browser at http://www.perl.org/, the Perl Home Pa
+ge.
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