qw(...) returns a list of whitespace separated strings. So at first the *ary is only a string.

It's Data::Dumper that's giving the string a special meaning. The second argument to Dump is an array ref of variable names. When you pass in *ary, it makes the result a scalar if the data to dump is an ordinary scalar, but it because @ary if the data is an array reference:

$ perl -MData::Dumper -wE 'print Data::Dumper->Dump([[1, 2]], [q[$foo]
+])'
$foo = [
         1,
         2
       ];
$ perl -MData::Dumper -wE 'print Data::Dumper->Dump([[1, 2]], [q[*foo]
+])'
@foo = (
         1,
         2
       );
$ perl -MData::Dumper -wE 'print Data::Dumper->Dump([{ a => 2}], [q[*f
+oo]])'
%foo = (
         'a' => 2
       );
[download]

I guess that's in analogy to the typeglob syntax explained in perlmod.

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