Actually I think its a mixture of CPAN related issues and Cygwin related issues. All I know is that installing anything development into a path with spaces On Win32 is just a really good way to get yourself frustrated and annoyed at some point or another.

Sure you can argue that it shouldnt be like this, and that things should work fine, and all of that, but ultimately its my experience that it doesn't, and that its a lot easier to avoid the problem outright than figure out the workarounds later.