Without the parens, you'd get %BAZ = ('FOO', 1, 'BAR', 1); due to the autoquoting behaviour of =>. The author wanted %BAZ = (10, 1, 20, 1);. Each of the following achieve the desired results:

%BAZ = ( FOO, 1, BAR, 1 );
%BAZ = ( (FOO) => 1, (BAR) => 1 );
%BAZ = ( FOO() => 1, BAR() => 1 );
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The last requires knowing that constants can be called like functions. I prefer the middle version. Actually, no. I'd use the following since it eliminates redundancies and illustrates the intent better:

%BAZ = map { $_ => 1 } FOO, BAR;
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By the way,

sub is_baz {
    my $i = shift; 
    return ( exists $BAZ{$i} ) ? 1 : 0;
}
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can be simplified to

sub is_baz {
    my $i = shift; 
    return $BAZ{$i};
}
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