You can read a lot about the motivations for the creation of that warning (certainly in the p5p archive but also other places). It has more to do with many people having a difficult time using threads than with any specific problems with Perl's implementations of threads. Well, except for the heavy per-thread memory cost that is specific to Perl's implementation (which is the part you misread as saying that Perl threads don't use OS threads).

It is meant to discourage casual use of threads and has more social motivations than technical. Have fun fighting with p5p on what to replace it with. I really do wish you luck (sincerely), but I am not interested in participating in that. I try to stick to activities where my strengths and weaknesses are more beneficial. The warning should certainly be made less likely to mislead.