If you're just golfing, you can throw away a few characters:

perl -e 'for$c(sort{$a<=>$b}map/(\d+)$/,<*[0-9]>){++$n==$c||print map"
+$_\n",$n..$c-1;$n=$c}'
[download]

If you want to get rid of the sort, try an array:

perl -le '@f=map/(\d+)$/,<*[0-9]>;@x[@f]=@f;for(1..$#x){$x[$_]||print}
+'
[download]

Note that if you have a file named '0', it will basically ignore it, but that was the original behavior too. This may eat more memory, but I doubt that will be an issue until you're working with millions of files.

You can golf that a bit more:

perl -le '@x[@f]=@f=map/(\d+)$/,<*[0-9]>;$x[$_]||print for+1..$#x'
[download]