If the virtual servers in your load balancer have no requests other than yours, it is possible the LB is being "smart" and mostly sending the requests to the first real server.
Try with some real load, run ApacheBench or something against the LB while your LWP:UA script runs.
$ ab -c 100 -n 10000 http://yoursite/
Comment on Re: LWP::UserAgent - new connection for each new user-agent?