if ($probe_ID =~ m/$probe_name[$i]/) #match the current entry with the list of probe names

##</code><code>##

# afater the first loop:
my $probes_regex = join '|', @probe_name;

# you don't need to store all lines in @line, it only wastes memory
while (my $line = <DATA>) {
    my @data = split /\t/, $line;
    if ($data[0] =~ $probes_regex) {
        print OUT "$gene[$i]\t$line\n"; 
    } else {
        print "no match\n";
    }
}