You can just open all the output files first.   Something like this:

#!/usr/bin/perl
use strict;
use warnings;

my %files;
for my $i ( '01' .. '15' ) {
    open my $OUT, '>', "output_$i.txt" or die "can not create 'output_
+$i.txt' $!\n";
    my $pattern = sprintf 'S%05dGM', $i;
    $files{ $pattern } = { fh => $OUT, count => 0 };
    }

open my $FH, '<', 'input.txt' or die "can not open 'input.txt' $!\n";

while ( my $line = <$FH> ) {
    my $four = ( split /\t/, $line )[ 3 ];
    my $key = substr $four, 0, 8;
    if ( exists $files{ $key } ) {
        print { $files{ $key }{ fh } } $line;
        $files{ $key }{ count }++;
        }
    }

close $FH;

for my $key ( keys %files ) {
    unless ( $files{ $key }{ count } ) {
        print { $files{ $key }{ fh } } "NO HITS\n";
        }
    }
[download]