Thanks for the corrections!

One question:

     push @data, [ $_ ];

That isn't equivalent and won't work for the OP's purpose.
You still need to split the string on commas.
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Wasn't the OP looking for a solution that would put each *record* from <DATA> into an anonymous array reference, and then put that anonymous array ref into the @data array? If that is the goal, then why would you need to split the record on comma's?