I modified your code a bit:

use warnings;
use strict;
use Fcntl;
my $SYSOPEN_MODE = O_WRONLY|O_CREAT;
if(exists $Fcntl::{'O_NONBLOCK'})
{
  print "Exists\n";
  $SYSOPEN_MODE |= &{ $Fcntl::{'O_NONBLOCK'} };
}
[download]

The output of this is really surprising to me:

Exists
Your vendor has not defined Fcntl macro O_NONBLOCK, used at fctest.pl 
+line 8.
[download]

So 'exists' is not a good way to check for the existence of the macro; and it is not the exists expression which printed the error (we were mislead because the line number pointed to the 'if'; or did we just miscount the lines?).