This: 
my $data = <<EOF;
first
second
EOF

[download]
evidently deletes the <CR> characters.

Hmm, I'm quite surprised by that, and I'm still looking for the place where that's documented. Even trying to turn off the default :crlf layer on Windows doesn't seem to restore the CRLFs in $data. In addition, even on *NIX, eval "<<BAR\r\nx\r\ny\r\nBAR" causes the returned value to have only \n's, so it appears to be something to do with how heredocs are parsed. In fact, I've reported a bug.

In reply to Re^8: Error binmode() on unopened filehandle by haukex
in thread Error binmode() on unopened filehandle by RedJeep

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