Firstly, I don't see what's causing the failure.
There's 2 warnings, but warnings aren't fatal unless flagged to be so - and I see no such flag in the command that was run.
Perhaps the "note" is fatal. I don't know - it doesn't sound fatal....

Update: Heh ... as Anonymous has pointed out, ^C is fatal.

Looking in openssl/ssl.h, it seems that OPENSSL_NO_SSL2 will be defined automatically only if OPENSSL_NO_RSA or OPENSSL_NO_MD5 are defined.
I'm therefore thinking that if you build openssl without either of those being defined then SSLv2 will be enabled, by default, both in the openssl library and in Net::SSLeay.
In the Net-SSLeay-1.72 "Changes" file I found an indication that SSLv2 support is deprecated. But that means SSLv2 support is still available.
"Deprecation", AIUI, is just a notification that it's discouraged and may be removed at a future date.

(I'm not an expert in this but :-)

Cheers,
Rob