you also don't escape characters in a character class.

That's not very good advice. Sometimes you certainly do need to escape characters in a character class. Take the following for example:

$ perl -le '$_ = q/f!o@o#b$a%r^b&a*z/; s/[!@#$%^&*]//g; print'
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-sauoq
"My two cents aren't worth a dime.";