When I ran your second last example, it gives me:

SCALAR,(,0x155ac5c,
[download]

I believe what you really wanted to say was:

perl -Mutf8 -e "print join(q{,},split(/\b/,$ARGV[0])),qq{\n}" méxico
[download]

There should be no \ in front of $ARGV.

Update:

Roy Johnson is right, and I was on win32.