You know Qt, Wx, Gtk, Gtk+, Tk, Fltk, SDL, and Prima work with Windows and Perl, right? Win32::GUI is meant specifically for native graphical Windows programs.
If you're a Perl web developer you've learned more ways to do that than Catalyst and Moose or you haven't been doing it very long. New ways to address problems come along all the time. There are plenty of ways to address graphical applications on Windows using Perl, and many of them keep getting better over time.
For someone to just flat out say that some other language's benefits and drawbacks will always win out against Perl on a particular platform takes some qualification at least.
There's no way C# can be said to have a smaller framework footprint than Perl, with 3.5 being nearly 200 MB. Not all versions of Windows come with that, you know. Perl's footprint is 74 MB for 5.12.2-RC1 on my Linux box, admittedly without Wx or any of the other graphical toolkits. I think a few might fit in the other 123 MB. Many of the core Perl modules don't have to be left in place if they are sure never to be used on a particular system, but care really needs to be taken with that idea.
C or C++ development typically takes much longer than Perl or Python development for the same complex task. You can statically link libraries in most cases, but that doesn't make for small executables in most cases. Those programs are counting on some framework being in place if they are doing something fancy without linking a lot of static libraries into themselves. If that framework isn't the stock libraries in a particular version of Windows, then the framework footprint and the issue of separate file installation still apply.
If you're going to recommend someone move to C++ from Perl to solve a problem on Windows, you might as well have them solve whatever problem you're having with one of the graphical toolkits for Perl on Windows. That will be much more useful in the long run than writing a one-off application in C++ instead of Perl.