The line orienting form of quoting (what you're doing) is documented in perldata.

Basically, the terminating string HELP must appear by itself (unqoted and with no surrounding whitespace) on the terminating line. {Quoted verbatim from perldata}

While it may look "pretty", it's normal for the quoted material to be non-indented. In fact, if it is indented, the type of whitespace that is present will also be output as well. (If you want it indented anyway, you need to remove it manually, ala:

($quote = <<'FINIS') =~ s/^\s+//gm;
       The Road goes ever on and on,
       down from the door where it began.
FINIS
[download]

{also stolen from perldata})