the $_ inside the grep is an alias of the hash-values, i.e. any assignment would be mirrored.

For reasons that I don't understand yet (under-coffeination perhaps) this triggers an autovivification. °

compare Re^2: unexpected modify hash in a distance with grep { $_ }

This can easily circumvented with a more common approach to only pass the keys.

#!/usr/bin/perl 

use strict;
use warnings;
use Data::Dumper;

my $h = {
          'a' => 1,
          'b' => 2,
          'c' => 3,
        };

warn Dumper [ $$h{a}, $$h{x}, $$h{b}, $$h{c} ];
warn Dumper [ keys %$h ];

warn Dumper [ grep {$$h{$_}} qw/a b c x/ ];      # <-- no side effect
warn Dumper [ keys %$h ];
[download]

C:/Perl_524/bin\perl.exe  d:/tmp/pm/grep_autovivify.pl 
$VAR1 = [
          1,
          undef,
          2,
          3
        ];
$VAR1 = [
          'a',
          'c',
          'b'
        ];
$VAR1 = [
          'a',
          'b',
          'c'
        ];
$VAR1 = [
          'a',
          'c',
          'b'
        ];
[download]

°) my guess is it's an implementation detail/bug