Golf? -p and $_= save you one space over -n and say:

perl -aplF"/\./" -E"$_=join q{.},reverse@F" zones.txt
[download]

and a manual split takes less than -F (assuming you don't get flags for free):

perl -lpE"$_=join q{.},reverse split/\./" zones.txt
[download]

Using $, in place of join saves you 2, except then you lose $_=

perl -lnE"$,=q{.};say reverse split/\./" zones.txt
[download]

but you still win w/ a regex:

perl -pE"s/(.+)\.(.+)\.(.+)/$3.$2.$1/" zones.txt
[download]

and to me, that one seems a whole lot more obvious than the other offerings.