That's because Net::SSH::Expect is installing the following SIGCHLD handler:

sub reapChild {
   do {} while waitpid(-1,WNOHANG) > 0;
}
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Doing this will give you your statuses back:

use Net::SSH::Expect;
...
$SIG{CHLD} = 'DEFAULT';
...
system(...);
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I could be wrong, but I doubt the reapChild handler is absolutely necessary, so you're probably safe just use default handler even when you make Net::SSH::Expect calls.