The final .* doesn't match the \n at the end of $data_line, so that doesn't get removed (perlre). One approach you can use is to add the /s modifier to the regex, so that . matches the newline. Obviously TMTOWTDI - personally I'd just make the printing of the lines conditional:

print $data_line
    unless $data_line=~/^[BbLl].*|^_.*|^.*\d\d\d\.\d\d\d.*/;
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