AFAIK it isn't as easy for Perl to avoid the shell on Windows,
The issue is not the shell.
A windows program is not called with an array of arguments (as in Unix) but with a single command line and it is the program (not the shell) the one that breaks the command line into an array of arguments.
To make things worse, every program may use its own rules to process the command line. Nowadays things are more or less standardized (see CommandLineToArgvW, introduced with Windows 2000 and Windows XP), but historically, every language supporting library would use its own variation (for instance, see C++), so in order to quote a command properly, you should take into account the program implementation language!
In summary, the real issue is that in order to call a program in Windows with a list of arguments you have to quote and combine those arguments into a single command line and that quoting in Windows can be really tricky.
Update: An interesting read: Everyone quotes command line arguments the wrong way.