Try it this way. Put your cleanup code in an END{} block and just exit on the signal. (You'll need to cause your threads to terminate; hence $sig :shared; ):

#! perl -slw
use strict;
use threads;
use threads::shared;

my $sig :shared = 1;

$SIG{'INT'} = sub{ print 'sigint'; $sig = 0; exit; };

my @threads = map{
    async{ sleep 1 while $sig };
} 1 .. 4;

sleep 1 while 1;

END{
    print 'joining...';
    $_->join for @threads;
    print 'joined.';
}

__END__
C:\test>junk39
sigint
joining...
joined.
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