(hopefully perl really buffers the filenames in the background and doesn't read them in all at once)

No, perl reads the entire list of files returned by glob into memory at once. Run the following to test this (WARNING may run for a long time or cause system resource problems on weakish machines).

#!/usr/bin/perl

use strict;
use warnings;

mkdir "gtest" or die "screaming";
for (1..40000) {
    open my $f,">","gtest/$_" or die "gnashing";
    close $f or die "howling";
}


my $c=0;
while (my $r=glob("gtest/*")) {
    $c++;
    if ($c == 1) {
        for (1..40000) {
            unlink "gtest/$_" or die "wailing"
        }
    }
}

print "$c\n";
rmdir "gtest" or die "exhausted";
[download]

I believe this is done so that glob returns a consisten snapshot of the directory contents as they were at some point, regardless of whether the content changes while you process the results. If you want more up-to-date data, with only current files being returned, you'll have to use opendir and readdir.