Well, it seems File::Path::make_path uses plain mkdir calls under the hood, which don't honor special bits.¹  I.e., the following wouldn't work either

$ perl -e 'mkdir "foo", 02750'
$ ls -ld foo
drwxr-x--- 2 eliya eliya 4096 Apr 27 11:40 foo/
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while chmod does

$ perl -e 'mkdir "foo", 0750; chmod 02750, "foo"'
$ ls -ld foo
drwxr-s--- 2 eliya eliya 4096 Apr 27 11:41 foo/
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¹ This is OS specific; it has nothing to do with Perl.  Perl just passes through the mode value to the mkdir system call (see man 2 mkdir).

The command mkdir -pm2750 foo also has to apply a chmod after having used mkdir:

$ strace mkdir -pm2750 foo
...
mkdir("foo", 02750)                     = 0
open("foo", O_RDONLY|O_NOCTTY|O_NONBLOCK|O_DIRECTORY|O_NOFOLLOW) = 3
fstat(3, {st_mode=S_IFDIR|0750, st_size=4096, ...}) = 0
fchmod(3, 02750)                        = 0    <---
...
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