Does anyone have any explanation as to why I cannot/should not use last to exit a grep() or map() operation?

As chromatic said, these are not subject to flow control. And perl tells you, e.g. map:

perl -le '@l = 1..5; @s = map{last if $_==4;++$_} @l;print "@s"'
Can't "last" outside a loop block at -e line 1.

perl -le '@l = 1..5; @s = map{return if $_==4;++$_} @l;print "@s"'
Can't return outside a subroutine at -e line 1.
[download]

So, map's block is neither a loop block nor a sub. map is a perl function which has its own internal looping mechanism which doesn't set up the context which last needs to operate properly. It's possible to exit an outer loop from inside a map but this prevents map from doing anything useful, since the loop is exited before the return value of map can be assigned to anything. Consider:

perl -le 'for(1) {@l = 1..5; @s = map {last if $_==4;++$_} @l} print "
+@s"'
[download]

The array @s is empty after the for loop. But the half-way through map still returns something:

perl -le '@n = do { {@l = 1..5; @s = map {last if $_==4; "${_}a"} @l} 
+}; print "qw(@s)\nqw(@n)"'
qw()
qw(1a 2a 3a 4 5)
[download]

--shmem

_($_=" "x(1<<5)."?\n".q·/)Oo.  G°\        /
                              /\_¯/(q    /
----------------------------  \__(m.====·.(_("always off the crowd"))."·
");sub _{s./.($e="'Itrs `mnsgdq Gdbj O`qkdq")=~y/"-y/#-z/;$e.e && print}