That would make sense. It is a known bug - have a look at that link and you will see that the module maintainer is aware of and may be able to fix the problem. If you think that the new FTP URL listed there will work for you then just keep an eye out for a new release of Math::Pari which should hopefully fix this.

Until then, perhaps if you pre-install the pari library before trying to install the module it might succeed.