It's seeing the braces as a BLOCK. If you prefix it with a + it'll force it to be interpreted as an EXPR and hence generate a hashref.

{
        my @FIELDS = qw( foo bar baz);
        sub set_params
        {
                +{ map { $_ => $_ } @FIELDS };
        }
}
my $params = set_params; 
use Data::Dumper "Dumper"; 
print Dumper($params);
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There's another semi-common case where this happens, but I can't recall it off hand . . .