Before I posted I suspected the temp file so I tested it. I modified the test file to print the temp file location to STDERR and turned off the CLEANUP option in tempdir(CLEANUP => 1). I then ran the install again and found the 'sploit' file in the temp folder. That wasn't the problem.
The file "t/CVE-2015-1592.inc" is one of the files included with the module in the test folder. It is being deleted by the Antivirus scanner as soon as it is copied to the hard drive. When "t/CVE-2015-1592.t" runs it attempts to run the inc file with Perl (actually $^X) but it isn't there so Perl complains with the "Can't open Perl script [...]" I posted in the OP. Normally, the test runs the inc file, which contains the exploit code, and outputs the result to sploit. It then checks the contents of the sploit file for the warning that Storable is supposed to produce when it detects the exploit.