It probably happens because that causes Data::Dumper to be loaded for some irrelevant reason. You will need to install parallel copies of Devel::Cover with each version of perl that your tests use. If you want to combine the databases, you will probably need to install the same version of Devel::Cover with each version of perl.

For that matter, why do you want to combine coverage results from multiple versions of perl? I could see wanting to test code with multiple versions, but then you should strive for full coverage for each version, not full coverage across all versions.