I'll admit that this is pretty much just a guess. I think it may have something to do with the fact that the for construction essentially builds a list from <DATA>, which it then iterates over, while while pumps the data items one at a time into $_. I could very well be very wrong, but I think this may be a place to start looking for an answer.
update: In looking at converter's reply in the thread, I see that the correct answer is given there. I wonder if that has something to do with the fact that the for construction builds a hidden list? Perl_guts wizards can fill us in, perhaps.