You don't show us your data, but my guess is, that your data has a space after every fullstop. Of course, when you don't have anything to discard, you could simply avoid the split and just match what you want to keep:

use strict;

while (my $xline = <DATA>) {
  chomp $xline;
  my @sentences = ($xline =~ /(.*?(?:\.|$))\s*/g);
  print "---\n";
  print "$_\n" for @sentences;
  print "---\n";
};

__DATA__
First line. Second line. Third line.
Fourth line. Fifth line
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