Nice idea, but it does not work out. Aside from the fact that it would imply a serious bug in Perl's system("...") (which is a function so frequently used that it would have been noticed earlier - note that the argument to system *is* allowed to be a string representing a whole command line), it would not explain why the error occurs only for processes which have been finished. Aside of this, we can see from the previous output line that bkill *was* executed correctly, before the error message was displayed. So I guess almut's guess comes closer to the real explanation...
You're right, my first thought is clearly wrong. I should also have paid attention to the fact that 'bkill 4711' becomes "bkill.exe 4711" in the error message, which makes it clear that the system understood which program to call.
Sorry - it was meant to help, even if it didn't.
On the bright sight, it made me check 'perldoc -f system' once more :)