You have to click 4 times because you get 4 pop-ups.

If you add caller information, you can see

$SIG{ __DIE__ } = sub { $b=join '|',caller(0);Win32::MsgBox ("Error : 
+ @_ ($b)" ,  0, $0 )  } ;
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The PAR team would probably consider this an oversight (bug). This is the code which ultimately executes your program.

    $ENV{PAR_0} = $filename; # for Pod::Usage
    { do 'main';
      CORE::exit($1) if ($@ =~/^_TK_EXIT_\((\d+)\)/);
      die $@ if $@;
      exit;
    }
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