Greetings lsuchocki, and welcome to the Monastery.

Try having the worker exit via threads->exit on Windows.

use threads;
use WWW::Curl::Multi;
my $x = WWW::Curl::Multi->new();

if (fork == 0) {
        #Do stuff NOT related to WWW::Curl here..
        print STDERR "thread sleeping\n";
        sleep 1;
        print STDERR "thread exiting\n";
        threads->exit(0) if ($^O eq 'MSWin32' && threads->can('exit'))
+;
        exit(0);
}
[download]

If the issue persists, try exiting via POSIX::_exit. That avoids all END and destructor processing for non-threads spawned via fork.

use POSIX ();
use WWW::Curl::Multi;
my $x = WWW::Curl::Multi->new();

if (fork == 0) {
        #Do stuff NOT related to WWW::Curl here..
        print STDERR "thread sleeping\n";
        sleep 1;
        print STDERR "thread exiting\n";
        POSIX::_exit(0);
}
[download]

Regards, Mario