You will get the same alternating effect (because you're not finishing the glob cycle) even though the value in the glob is variable. You need something like:

my $EXON_IN;
for my $i (0..4){
    # Cycle through all of them (including the undef)
    while (<$i/*test.txt>) {
     $EXON_IN = <$i/*test.txt>;
    }
    #OR put in list context
    ($EXON_IN) = <$i/*test.txt>;
    print "$i, -$EXON_IN-\n";
}
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