I understand it can be frustrating, but try to remember who you're talking about here. ActiveState's Perl team is not some faceless evil entity; it's a bunch of perl hackers just like you, who you probably had lunch with at a conference at some point. The fact that these well-meaning people have not been able to make every CPAN module available perfectly on PPM should tell you something: it's damn hard to build every CPAN module, much less build them all on Windows.
There is much less standardization in CPAN dists than many of us assume. The prereqs are often wrong or incomplete, there are lots of custom build scripts that need to be modified for Windows, many test suites either only work for the author or expect interactive input, and the sheer volume of the task is just enormous.
I personally have always had good experiences with PPM, which is doubly surprising since I expected installing anything on Win32 to be a nightmare. I installed full DBD::Oracle support on a Windows machine effortlessly thanks to them.