Yeah, you are making the assumption that a thread sub code block returns automatically, you need to join it, to get the return value.

#!/usr/bin/perl
use warnings;
use threads;
use strict;

$|=1; #turn off buffering 

my $returnn = "";

my $thread = threads->new(sub {
        print "Run the thread! Variable should be set\n";
        sleep(3);
        $returnn = "bla ble bli";
});

my $result = $thread->join;

print $result,"\n";
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Notice that the join statement, will block the main program until the thread finishes.

There are other alternatives,i if you want to detect when the thread finishes, using threads::shared. Here I also detach the thread, so you don't need to join it.

#!/usr/bin/perl
use warnings;
use threads;
use threads::shared;
use strict;

$|=1; #turn off buffering 

my $returnn : shared; #declare as shared before setting value 
$returnn = '';

my $thread = threads->new(sub {
        print "Run the thread! Variable should be set\n";
        sleep(3);
        $returnn = "bla ble bli";
})->detach();

while(1){
  if($returnn eq ''){
       print "No return yet\n";
       sleep 1;
   }else{
   print "return->$returnn\n";
   last;
   }
}

print "Hit enter to exit\n";
<>;
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