... it's Windows issue

Yes - and I think it's worth raising at https://github.com/Perl/perl5/issues.
I'm getting similar results on Windows 11, with both perl-5.38.0 and the latest devel release (perl-5.39.4).
Update: If this is the same issue as https://github.com/Perl/perl5/issues/21360, then it has not been fixed.

My system seems to be roughly twice as fast as yours. For the final block I get:

Array size: 5000000
        split, no pre-heat:     3.296
        split, pre-heat:        3.421
        match, no pre-heat:     38.257
        match, pre-heat:        1.578
        io(list), no pre-heat:  38.547
        io(list), pre-heat:     1.280
[download]

With cygwin's perl-5.38.0 on this same Windows 11 system, I see:

Array size: 5000000
        split, no pre-heat:     3.280
        split, pre-heat:        3.265
        match, no pre-heat:     6.952
        match, pre-heat:        1.734
        io(list), no pre-heat:  5.920
        io(list), pre-heat:     0.969
[download]

So there's still a 6x slowdown for "match" and "io(list)" - but that's nowhere near as bad as the native windows perl.
I think that demonstrates there's a potential for significant improvement in the performance of the native windows builds.

With perl-5.38.0 on freebsd12, I see no timing disparity:

Array size: 5000000
        split, no pre-heat:     10.392
        split, pre-heat:        10.533
        match, no pre-heat:     3.642
        match, pre-heat:        3.593
        io(list), no pre-heat:  3.166
        io(list), pre-heat:     3.081
[download]

Cheers,
Rob