Right now, you have no file handles to those data files to speak of, so it's odd how you are getting even that data. The way you want to do it is:

foreach my $file (@ARGV) {
    if ( -e $file ) {  # double check existence
        push @data, $file;
        open FILE , '<'.$file  or die $!;
        while( <FILE> ) { push @data, $_; } 
        close FILE;
    }
}
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Dr. Michael K. Neylon - mneylon-pm@masemware.com || "You've left the lens cap of your mind on again, Pinky" - The Brain