It looks like OP has found their answer, but in case anyone else searching finds this, and wants to know why the cpan-style installation is failing, the answer to the crosspost might be useful.

To summarize that answer, the Build.PL file of Alien::SDL uses Getopt::Long which interferes with Module::Build long options such as --installdirs. Recommendation appears to be to, instead of setting mbuildpl_arg this way, to set mbuild_arg itself in the cpan configuration to installdirs=site. Or possibly to have author of Alien::SDL remove need for Getopt::Long in the Build.PL, but that is probably a lot more work.