I feel that there should be a more efficient way

There is. Your current process is ~O(900,000*60,000) = 54 billion.

If you reverse the logic of your lookups, by reading the list file into a hash first; you can then read the fasta file line by line and lookup the headers in the hash, which results in an O( 900,000 ) process.

Try this (untested) version which should run close to 60,000 times faster:

#!/usr/bin/perl
use strict; 
use warnings;
use diagnostics;
use FAlite;

die "usage: $0 <fasta> <list>\n" unless @ARGV == 2;

my %list;
open(LIST, $ARGV[1]) or die;
while (<LIST>) {
    next if /^#/;
    my ($header, $score) = split;
    $list{ $header } = $score;
}
close LIST;


open(FASTA, $ARGV[0]) or die;
my $fasta = new FAlite(\*FASTA);
while (my $entry = $fasta->nextEntry) {
    if( exists $list{ $entry->def } ) {
        print $entry->def;
        print $entry->seq;
    }
}

close FASTA;
__END__
[download]