It might be easier (and faster asymptotically) to just build a new array in this case:

my @new;
foreach my $array ($values) {
    my @inner;
    foreach my $value ($array) {
        push @inner, $value if $value ne "UNKNOWN"
    }
    push @new, \@inner
}
$values = \@new;
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Or, if you like to be fancy:

$values = [ grep { $_ = [ grep { $_ ne "UNKNOWN" } @$_ ] } @$values ]
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