How about something like this? ...

my @sorted = sort keys(%sections);
for (my $i = 0; $i < @sorted; $i++) {
   ($i > 0) and print "|";
    my $s = $sorted[$i];
    print a({-href => "/$sections{$s}"}, "$s HOME");
}
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It prints a leading | instead, but not before the very first link.

Update:  If you really want to do it with map, I'd suggest something like this:

print join("|", map { a({-href => "/$sections{$_}"}, "$_ HOME") } sort
+ keys %sections);
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