Except that style is awful.
There is temptation to mix calls to setters in front of method calls with useful return values, which results in pretty confusing to read code:
It gets really bad when some of the object's methods return aggregated objects. Suddenly there are multiple different kinds of call chains, and the reader has to juggle far too much knowledge to keep affairs straight.
In the worst case you get code like this:
If that's not ugly as all sin, you tell me what is. Transgressions like those shown above are rare, to be sure (and thankful).
But $self-returning mutators blur the lines between different types of methods. If you don't think it's an issue in practice, just look at the encouraged OO syntax in the Data::Dumper POD. That API actually encourages mixing mutators and with non-mutator calls. That Tk in particular does things this way does everything but speak for it; the Tk API is a mess few others get even close to.
And methods should not return different things depending on the number of their arguments anyway.
Makeshifts last the longest.