Neither do I. Well, under Unix, I most often have at the top something like

#!/usr/bin/perl
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but I don't actually use it most of the time. My shell sripts launching my Perl programs usually have a line like this:

perl foo.pl
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or perhaps:

sort -someshellsortoptions file.txt | perl bar.pl
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In brief, I am usually calling Perl explicitly. And I usually don't even care about changing file permissions to executable.

And on other systems (Windows/Dos, VMS, etc), it also works usually better this way.