In fact OpenBSD 2.9 HAS UPGRADED and provides Perl 5.6.0 with 2 patches :
SUIDMAIL fixes for suidperl security
CHANGE6214 fixes a coredump in @DB::args
This is not the latest version, but it's far from an old one...
Anyway OpenBSD as a general rule prefer to use stable/secure versions rather than brand new ones (whatever the prog).
It doesn't mean they use old versions, but rather versions that are known to be secure/stable (through experience/audit...)