#!/usr/bin/perl -wT\r\n Will actually work.

That's my guess. I just verified (on Linux and FreeBSD) that a \r won't screw up the #! line if it appears after a command line option. I assume the kernel stops scanning for the path to the executable as soon as it hits whitespace, and that the presense of command-line options are sufficient to prevent the \r from being considered as part of the path of the executable.