I would guess that they only schedule elements whose extension is listed in $ENV{PATHEXT}.

It's not hard to create an "universal" Perl launcher:

@echo off
setlocal
perl -w "%~dpn0.pl" %*
[download]

Put this file as a .cmd right where your Perl script is:

 Directory of Q:\

27.07.2011  10:18                50 tmp.cmd
27.07.2011  09:01               962 tmp.pl
[download]

... and you can run your Perl script without changing the extension.

So far I haven't tested whether shell redirection works with this approach, so you still might need to modify PATHEXT for that.

Update: I forgot to mention Schedule::Cron, which does duty as a cron replacement since about 8 years or so on Windows for me.