Strange, works fine for me.

$ cat Foo.pm
package Foo;

use Moose;

sub DEMOLISH {
  print STDERR "I R GONE\n";
}

1;

__END__
$ perl -MFoo -e 'my $f = Foo->new; print qq{\$f is $f\n}; $f = undef;'
$f is Foo=HASH(0xa073a8)
I R GONE
[download]

Moose 0.65, Class::MOP 0.76, perl 5.8.8 on OS X 10.5.6.