The problem is that \A only applies to the first alternation and \Z only to the last. You want parentheses to make the anchors relevant to all alternations:

my $valid_host = qr/\A
(?:
    (?: $RE{net}{IPv6} ) |
    (?: $RE{net}{IPv4} ) |
   (?: $RE{net}{domain}{-nospace}{-rfc1101}\.? )
)
\Z/x;
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