Why do here-docs have to end with a newline, not EOF?

Cody Pendant has asked for the wisdom of the Perl Monks concerning the following question:

I recently discovered that the end of a here-doc can't be the last thing in a file, i.e. (line numbers for clarity):

1. print <<ENDHERE;
2. foo bar baz
3. ENDHERE
[download]

doesn't work, but

1. print <<ENDHERE;
2. foo bar baz
3. ENDHERE
4.
[download]

does. Why is this?

Nobody says perl looks like line-noise any more
kids today don't know what line-noise IS ...