Requiring say to be enabled is about backwards compatibility; making that lexical, is not.

That's not true. Limiting the scope of use feature is required to enable backwards compatibility. If the effect of use feature qw( say ); was global, the following would break:

# script.pl
use feature qw( say );
use Module;
say Module::foo();
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# Module.pm
package Module;
sub say { "I say \"$_[0]\""; )
sub foo { say "Hi!"; }
1;
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If you put X inside curlies, it is no longer at global (file) scope.

It's never globally scoped; it's always lexically scoped.