Is it because I'm working with a method instead of a property of the CGI object?

Yes. The param method decides to either give you a list (ie. copies of the values in the array it holds internally ) or just the first value (strange choice!) depending upon context. It doesn't provide a way of obtaining a reference to the internal array, so you cannot get at it--at least not through the 'front door' of the param method.

However, this being Perl and all, if you use Dumper on the the CGI object itself, you see something like this:

$VAR1 = bless( {
                 'at0' => [
                            '1',
                            '2',
                            '3'
                          ],
                 '.parameters' => [
                                    'at0'
                                  ],
                 '.charset' => 'ISO-8859-1',
                 '.fieldnames' => {},
                 'escape' => 1
               }, 'CGI' );
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So, if you're unconcerned with using the back door, then:

#! perl -slw
use strict;
use Data::Dumper;
use CGI;

my $q = new CGI;
my $at0ref = $q->{at0};
print $at0ref, " => @$at0ref";

__END__
P:\test>junk3 at0=1 at0=2 at0=3
ARRAY(0x195f6c4) => 1 2 3
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Caveat lector!