But you are not preloading DateTime::Locale are you? You are loading the subclass DateTime::Locale::en_US, so similarly you need to load the appopriate subclass (or subclasses) of DateTime::TimeZone that represents the timezone(s) that you will want to use in your program.
The reason that these modules are not detected as dependencies and loaded automatically is that they are being loaded by DateTime dynamically at run time, based on the environment or the arguments you pass to the DateTime constructor.
/J\
