Did you check the load on the database server? If it is high, adding multiple concurrent queries will probably slow it down even more.

Anyhow you should first answer the question where the real speed-bottleneck is. If you run a huge lot of queries one after another from your .sql file with lots of data being passed back and forth, it could be that the network is the limiting factor. Or it could be that the machine running your Perl-script is having memory-issues and has to swap memory to keep everything running (or rather, crawling).

You see, the limited speed can come from different causes and unless you search for the cause, it will be very much a gamble if you blindly pick one "solution" over another.