It's a buffering issue, buffering works different when script has output to the console and when it writes to a file. Try this:

#!/usr/bin/perl -w

use strict;

$| = 1;
print "Begin...\n";
for ( my $i = 0; $i < 5; $i++ )
{
        print "$i...\n";
        sleep 2;
}
[download]

How do I flush/unbuffer an output filehandle? Why must I do this?