When I tried running your one-liner, I was definitely seeing some strange ASCII characters.

I can't give you an explanation of what's happening or why there's a difference in outcome, but the code below seemed to download the file with no problems.

use strict;
use warnings;
use LWP::Simple;

my $fh;
my $file = "test.xml";
my $url = 'http://atys.ryzom.com/api/character.php?key=FR521366R0REA16
+F998&part=items';

open($fh,">",$file) or die "Unable to open file '$file':  $!";
my $data = get($url);
print $fh $data;
close($fh);
[download]