Some hints on style: your initialization code is rather redundant. This will do the same job:

my %opts;
@opts{@switches} = ([]) x @switches;
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However, due to autovivification you needn't even go through the trouble of assigning those empty lists beforehand. The following will do.

my %opts;
@opts{@switches} = ();
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End of style hints. The following is a slight optimization of the work loop, including switch checking:

my $curswitch;
for (@values) {
    exists $opts{$_} ?
            $curswitch = \$opts{$_}, next
            : die "Unknown switch: $_\n"
        if /^-/;
    defined $curswitch or die "Not a switch: $_\n";
    push @$curswitch, $_;
}
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Makeshifts last the longest.