I've used pp many times over the years, you don't show how you tried to make the exe (see also How do I post a question effectively?), but calling it with the -x option tends to resolve many of these problems:
pp -x -o package.exe source.pl
This runs your program to determine any additional run time dependencies. I've tested this with the code above and the exe generated works as expected:
This is a paragraph.
It contains several sentences.
"But why," you ask?
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