I wonder if this OS specific

It's the same failures for me on Windows 7 for perls 5.16.0, 5.27.6 and 5.27.8 - and probably all perl versions in between, though that is untested.

CORRECTION: Whilst it's the same test file that's failing, the actual failure is quite different on Windows:

> perl -Mblib t/01.legacy.t
# functionality w/ default globals
ok 1 - DirPerms default is 0777
ok 2 - CPRFComp default is false
ok 3 - RMTrgFil default is false
not ok 4 - dircopy() defaults as expected when target does not exist
#   Failed test 'dircopy() defaults as expected when target does not e
+xist'
#   at t/01.legacy.t line 331.
#     Structures begin differing at:
#          $got->{C:/Users/sisyphus/AppData/Local/Temp/tNBiHmA0Z3/orig
+/data} = Does not exist
#     $expected->{C:/Users/sisyphus/AppData/Local/Temp/tNBiHmA0Z3/orig
+/data} = 'file'
Error open (<) on 'C:/Users/sisyphus/AppData/Local/Temp/tNBiHmA0Z3/new
+/C:/Users/sisyphus/AppData/Local/Temp/tNBiHmA0Z3/new/data': Invalid a
+rgument at t/01.legacy.t line 338.
# Tests were run but no plan was declared and done_testing() was not s
+een.
# Looks like your test exited with 22 just after 4.
[download]

Perhaps it's "OS specific" in that it works only on some versions of MacOS ;-)

But the best thing you can do is (as already suggested) to download either version 0.38 or version 0.39, unpack the tar.gz, 'cd' to the top-level folder, and run (in sequence) 'perl Makefile.PL', 'make test' and 'make install'.

I suggest grabbing 0.38 as I know that 0.38 works fine for me. I haven't tried 0.39.

The second best thing you can do is to just force installation of the module ( cpan -fi File::Copy::Recursive). For all we know it might just be a bug in the new, more extensive, 0.40 test suite. The 0.38 test suite tested only that the module was loadable.
I doubt that the DateTime module really has any use for File::Copy::Recursive, so even if there are bugs in File-Copy-Recursive-0.40 functionality, I would think they are unlikely to affect the workings of DateTime.
And File::Copy::Recursive can always be overridden with a newer version if need be.

Cheers,
Rob