So then I was just missing the libplplot.so file

Strictly speaking, I expect that there would have been more than just the libplplotd.so file that was missing (eg. the plplot header files, too), so I don't know why libplplotd.so was singled out.
I think a more appropriate message would have been something like "Cannot find the plplot library".
But yes, it was the absence of the plplot (and no other) library that was preventing PDL-Graphics-PLplot from building.
Those other libraries that you installed are used by modules located within the PDL source package. ("PDL" and "PDL-Graphics-PLplot" are separate packages.)

I am not sure why cpan doesnt go and get libplplot

The cpan utility will grab the perl modules as necessary, but it's mostly up to the user to ensure that any third party requirements of those modules (such as libraries like plplot) are already available to the build.
Some modules will take steps to download and install missing requisite libraries - but, IMO, it's far better to just leave that up to the user.

I'll file a bug report about the deceptive behaviour of PDL::Graphics::PLplot that you struck, after I've checked that it hasn't already been fixed in development.
Update: Bug has now been reported

Cheers,
Rob