I tried your code and it also produces the same warning. Could it be related to my version of perl? I tried both on an 5.8.0 and 5.8.5 and got the same results in both cases. I even tossed a print into the sigint handler to make sure it fired and also sleep 2 seconds before trying to exit in case I needed for the sleep in the thread to wake up. Still no luck.
in reply to Re^5: Exiting a script with an 'infinitely looping' thread
in thread Exiting a script with an 'infinitely looping' thread
A thread exited while 2 threads were running.