I presume that sed -i does the following:

1. Rename the original file
2. Create a new file with the same name as the original
3. Delete the original file

perl -i does the same thing. If you say that sed uses a temp file, then so does perl. The only difference is that Perl makes the original anonymous instead of adding some suffix.

Windows doesn't support anonymous files, which is why you need to specify a suffix on Windows.