No, it's because the author of CGI.pm wrote it to do so:

sub checkbox_group {
    ...
    return wantarray ? @elements : join(' ',@elements)
    ...
}
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A list in scalar context (as in your example directly above) returns the last element of the list (your expression evaluates to "some stringstrings"). For a function, if you want different behavior (as in checkbox_group), you check for scalar or list context with wantarray and return the appropriate thing manually.

The CGI docs could probably do a better job making this obvious, though. Perhaps there's a blanket statement somewhere about all HTML-generation functions having this behavior in scalar context?