Yeah, I know.. you can at least drop a last in there and simplify the loop condition, if you use a while. Or how about a variant on until:

my $hash_has_undef = do {
     local $_;
     1 until defined or not (undef, $_) = each %hash;
     defined;
};
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Traded the flag variable for a double defined test on the last value fetched from the hash.

Makeshifts last the longest.