I get that too on cygwin with perl 5.8.7 :(

% stephan@ape (/home/stephan) %
% cat io_from_scalar.px
#/usr/bin/perl -w

$|++;
my $io = qq{Just Aother\n
            Perl hacker\n};

{ 
  print ". trying IO from memory -- default layer\n";
  open my $fh1, "<", \$io or die; 
  print ">> ok, fh from memory -- default layer\n";
}
{ 
  print ". trying IO from memory -- (explicit) unix layer\n";
  open my $fh2, "<:unix", \$io or die;
  print "ok, fh from memory -- unix layer";
}
[download]

% # result
% stephan@ape (/home/stephan) %
% perl io_from_scalar.px
. trying IO from memory -- default layer
>> ok, fh from memory -- default layer
. trying IO from memory -- (explicit) unix layer
Died at io_from_scalar.px line 14.
[download]

cheers --stephan