The anon subs in any don't capture any variables, but the ones in any_cr capture two. Introducing capturing adds overhead

"for_cr" being slower than "for" confirms what you say; there's symmetry between "for_cr vs. for" and "any_cr vs. any". However, "grep_cr" doesn't seem to suffer from this capturing. Is its subroutine very different? Yet further, injection of "data;" into beginning of blocks, as you did, makes them all slow, including "grep_cr". Capturing "$c" and "$r" is OK, capturing "$data" is penalised. Something is still amiss.

    for => sub {
        W: while ( $data =~ /^(\d+) (\d+)/mg ) {
            for ( @skip ) { next W if ( sub { $1 eq $_ })-> ()}
            for ( @skip ) { next W if ( sub { $2 eq $_ })-> ()}
        }
        return 1;
    },
    for_cr => sub {
        W: while ( $data =~ /^(\d+) (\d+)/mg ) {
            my ( $c, $r ) = ( $1, $2 );
            for ( @skip ) { next W if ( sub { $c eq $_ })-> ()}
            for ( @skip ) { next W if ( sub { $r eq $_ })-> ()}
        }
        return 1;
    },
    grep => sub {
        while ( $data =~ /^(\d+) (\d+)/mg ) {
            next if grep { $1 eq $_ } @skip;
            next if grep { $2 eq $_ } @skip;
        }
        return 1
    },
    grep_cr => sub {
        while ( $data =~ /^(\d+) (\d+)/mg ) {
            my ( $c, $r ) = ( $1, $2 );
            next if grep { $c == $_ } @skip;
            next if grep { $r == $_ } @skip;
        }
        return 1
    },
    grep_data => sub {
        while ( $data =~ /^(\d+) (\d+)/mg ) {
            next if grep { $data; $1 eq $_ } @skip;
            next if grep { $data; $2 eq $_ } @skip;
        }
        return 1
    },
    grep_cr_data => sub {
        while ( $data =~ /^(\d+) (\d+)/mg ) {
            my ( $c, $r ) = ( $1, $2 );
            next if grep { $data; $c == $_ } @skip;
            next if grep { $data; $r == $_ } @skip;
        }
        return 1
    },
    any => sub {
        while ( $data =~ /^(\d+) (\d+)/mg ) {
            next if any { $1 == $_ } @skip;
            next if any { $2 == $_ } @skip;
        }
        return 1
    },
    any_cr => sub {
        while ( $data =~ /^(\d+) (\d+)/mg ) {
            my ( $c, $r ) = ( $1, $2 );
            next if any { $c == $_ } @skip;
            next if any { $r == $_ } @skip;
        }
        return 1
    },

               Rate for_cr   for grep_data any_cr grep_cr_data  any gr
+ep grep_cr
for_cr       96.4/s     --  -66%      -69%   -70%         -71% -86% -8
+8%    -90%
for           285/s   196%    --       -8%   -13%         -14% -60% -6
+4%    -71%
grep_data     311/s   223%    9%        --    -5%          -6% -56% -6
+1%    -68%
any_cr        326/s   239%   14%        5%     --          -1% -54% -5
+9%    -66%
grep_cr_data  331/s   244%   16%        6%     1%           -- -54% -5
+9%    -66%
any           714/s   641%  150%      129%   119%         116%   -- -1
+1%    -26%
grep          799/s   729%  180%      157%   145%         141%  12%   
+--    -18%
grep_cr       968/s   905%  239%      211%   197%         192%  36%  2
+1%      --
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