I don't think DBI will ever return anything but Perl native/atomic datatypes from a query.

If you want automatic conversion ("inflation") of column values to custom objects, you will have to do that yourself, either by using some kind of ORM or by writing your own fetch/inflation routine. You could inspect the catalog to automate this inflation.

Personally, I suspect that the transfer from/to the database is done as strings anyway, as the Math::Bigint likely gets converted to its string representation before it gets transferred to the database driver.