The problem is that Windows uses mandatory locking, while unix uses advisory locking. It has nothing to do with DATA. Perl doesn't check if the file is locked, so advisory locks are completely ignored. However, when mandatory locking is involved, perl can't read the source file when it's locked.

DATA is a filehandle to the file being executed. It's well known that one can seek to offset 0 of DATA to read the source code. Locking DATA is the same thing as locking the file whose name is in $0. It doesn't matter how you lock the script (using DATA or $0 (as shown below)), the problem still exists.

use strict;
use warnings;
use Fcntl qw(:flock);

print "start of program\n";

open(my $script_fh, '<', $0)
   or die("Unable to open script source: $!\n");

unless (flock($script_fh, LOCK_EX|LOCK_NB)) {
    print "$0 is already running. Exiting.\n";
    exit(1);
}

print "sleeping 15...\n";
sleep(15);
print "end of program\n";

__DATA__
This exists so flock() code above works.
DO NOT REMOVE THIS DATA SECTION.
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Update: Updated the non-code portion for clarity.