It seemed a perfectly simple and reasonable luxury to have for a command-line program...
Well, it is perfectly simple and reasonable on Linux and Unix. As for Windows, for the longest time it has been a luxury.
First Microsoft OS to support it was IMHO Windows XP in 2003, and it's still not very good. Not comparable in the way modern shells like bash do it by actually "knowing" with files are even compatible with the command you just typed. Like doing mplayer h<TAB> might choose hello.mov over hello.c when configured correctly.
If you really want to know why Perl modules don't support every usefull feature on every shell, take a look at Wikipedia's comparison of computer shells.
Don't use '#ff0000':
use Acme::AutoColor; my $redcolor = RED();
All colors subject to change without notice.