Because you're matching against $_, which only contains a single line of __DATA__ at any given time. Here's a fix:

{ # Read all of __DATA__ into $_:
   local $/;
   $_ = <DATA>;
}

while (/(\d)\n{2}/g) {
   print "$1\n";
}

__DATA__
Line 1
Line 2
Line 3

Line 5
Line 6
Line 7

Line 9
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