my $data = <<EOF;
    ...
    EOF

evidently deletes the <CR> characters.

As I understand it, in this particular case the CRs (carriage returns) are never there (in $data) to begin with. A here-doc is just another way to compose a string, in this case with double-quote interpolation (but that has no bearing here). Each line ends in a single  \n (newline) character.

Writing such a line to a Windoze "text"-mode (i.e., non-binmode-ed) file causes CRs to be added. This can be seen with an "ordinary" string containing newlines that is written in "text" mode and then read back binmode-ed:

c:\@Work\Perl\monks\Marshall>perl -wMstrict -e
"use autodie;
 ;;
 use Data::Dump qw(dd);
 ;;
 my $s = qq{first\nsecond\n};
 dd 's:', $s;
 print 'length: ', length $s, qq{\n};
 ;;
 {
   open my $fh, '>', 'junque';
   print $fh $s;
   close $fh;
 }
 ;;
 {
   open my $fh, '<', 'junque';
   binmode $fh;
   my $t = do { local $/;  <$fh>; };
   dd 't:', $t;
   print 'length: ', length $t, qq{\n};
   close $fh;
 }
"
("s:", "first\nsecond\n")
length: 13
("t:", "first\r\nsecond\r\n")
length: 15
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