I've used it for years, never typing "perl" in front of the script name, and it works exactly as you would expect.

How are you creating the association? I'm not familiar with how CMD.exe does it, but I think it pulls in registry associations (same as double-clicking on a GUI file list) if you use the /X command to create the shell window. So, check your association! You might be associating .pl with wperl, not perl, which is a GUI-mode version that indeed has no STDOUT (it doesn't force a console window to appear when you click on a .pl file in explorer that way).

I've always used 4NT as my command shell, and that has an independant mechanism that existed long before they added it to CMD.EXE or COMMAND.COM. If you download that and try it, do a  SET .pl=blah/blah/blah/perl.exe on the command line, and then try it. Eventually you'll put that in autoexec.bat or somesuch place.

—John