As far as I can remember, only one other person has tried to build Perl on Windows with Borland's free compiler. Building on Windows itself is tricky; this is not a system that expects users to compile software. Building with anything besides Cygwin or VS 7 (I believe) is fraught with peril.

It's probably not so much that Active State doesn't want you to compile things, it's that there are very few people using your toolset. I know p5p would be glad to receive patches to make things compile sanely on more platforms.