IMO, constructors should only construct the object, and not initiate them. If you do so, multiple inheritance becomes even more a pain than it already is.
Suppose for instance there are two classes which you didn't write yourself (get them from CPAN, from a coworker, elsewhere). Both of them initiate the object returned from the constructor in the constructor themselves. Perhaps one of the classes uses a blessed hashref as object, the other the inside-out objects from Damians book. If the classes don't initiate the object in the constructor, MI is possible. If they do, MI is either impossible, or it's going to be hard.