our creates an alias in the current lexical scope. The largest scope Perl knows is the file scope, there's nothing like "script-plus-subscripts scope" (or, as you call it, "global" scope). Use fully qualified names if you want to access variables globally,
$main::DEBUG is a valid name (and would clearly signal to me something is wrong).
The advice to use strict and modules comes from experience. Your specific use case might be different, but I doubt it. I've worked with a large codebase that required scripts instead of using modules - it was a nightmare (See for example Wrong + Right = Even Worse that describes one of the issues it had).
Feel free to use scripts instead of modules and throw away strict. Just don't be surprised later when everything breaks and no one wants to touch the monster.
Update: There's another possibility, even more horrible, which makes it possible to access our and even my variables in the included script:
sub run {
my ($f) = @_;
open my $in, '<', $f or die $!;
my $code = do { local $/; <$in> };
eval $code
}
map{substr$_->[0],$_->[1]||0,1}[\*||{},3],[[]],[ref qr-1,-,-1],[{}],[sub{}^*ARGV,3]
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