The extensability of Perl is ammo enough. Also, you can't do backend cron jobs with Cold Fusion, well, you can't do backend anything with it. Generally, any decent size web application will have not only the CGI scripts, but all the backend scripts which help it work (data movers, cleanups, alerts, etc...). When using CF you would have to write those backend things in a second language. Personally, if I can have every piece of an application written in one language, I would.
But, I have some experience with CF and just let me say I would rather have my right eyeball scooped out with a spoon and the void in my skull filled with rat crap and lemon juice while my genitals are slammed in a car door, than use Cold Fusion (instead of Perl).
Cheers,
KM