"Did you build 5.33.5 in the same way as you had built 5.32.0 ?"

I built 5.33.5 using the basic instructions in Perlbrew:

perlbrew install perl-5.33.5
[download]

I built 5.32.0 over six months ago. I'm somewhat loathe to say I have perfect recollection; however, I'm almost 100% certain I built that in exactly the same way:

perlbrew install perl-5.32.0
[download]

I can say that I didn't use any options affecting compilation, such as -D (see "perlbrew: Options for install command" for a full list).

I can also say that I didn't use any wildly different method, such as downloading a tarball and installing manually.

All modules were installed in exactly the same way, for both versions, using the cpan utility. Just a very basic:

$ cpan
...
cpan[1]> install Some::Module
...
cpan[2]> install Other::Module
...
[download]

I'm almost 100% certain I built that in exactly the same way

Hmmm ... apart from using its git utility on my Windows 7 box, I don't do much with Cygwin.
However, a month or so back I built and installed perl-5.33.4 on Cygwin by configuring with:

sh Configure -des -Dusedevel -Uversiononly -Dprefix=/home/sisyphus/per
+l-5.33.4-d
[download]

I've just now built and installed perl-5.32.0 by configuring with:

sh Configure -des -Dprefix=/home/sisyphus/perl-5.32.0-d
[download]

(The -Dusedevel -Uversiononly switches are specific to devel releases.)
The config.h files produced by both builds do not define I_XLOCALE.

So I'm still not sure how to account for the issue you faced.
Not that it matters very much - the important thing being that it has apparently been fixed !!

Cheers,
Rob