Your shell is lying to you, observe

C:\>perl -le"print qq!hello \rgoodbye!"
goodbye

C:\>perl -le"print qq!hello \rgoodbye!" |cat -v
hello ^Mgoodbye^M

C:\>perl -le"print qq!hello \rgoodbye!" |od -tx1
0000000 68 65 6c 6c 6f 20 0d 67 6f 6f 64 62 79 65 0d 0a
0000020
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