Instead of testing for ranges of codepoints, it's usually safer (and much more readable) to test for the Script property. perlunicode lists the available scripts; judging from your description, I think you need this: 
s/(\p{Han}+?)\((\p{Hiragana}+?)\)/\\ruby{\1}{\2}/g;

[download]

Running your code with this regex yields

This is English text with \ruby{日本語}{にほんご} mixed in. To test multi-furi text: \ruby{繰}{く}り\ruby{返}{かえ}し

Which I hope is correct.

Update: the output above was produced with perl-5.8.8 on Linux, and can be reproduced with perl-5.10.0. I used the script below (the code tags of perlmonks will kill the example input, though): 

use utf8; 
binmode DATA, ':encoding(UTF-8)';
binmode STDOUT, ':encoding(UTF-8)';
while (<DATA>) {
    $_ =~ s/(\p{Han}+?)\((\p{Hiragana}+?)\)/\\ruby{\1}{\2}/g;
   print;
} 

__DATA__
This is English text with &#26085;&#26412;&#35486;(&#12395;&#12411;&#1
+2435;&#12372;) mixed in. To test multi-furi text: &#32368;(&#12367;)&
+#12426;&#36820;(&#12363;&#12360;)&#12375; 
# should lead to \ruby{&#32368;}{&#12367;}&#12426;\ruby{&#36820;}{&#12
+363;&#12360;}&#12375;.

[download]

In reply to Re: matching unicode blocks with regular expressions by moritz
in thread matching unicode blocks with regular expressions by Pomax

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