I think the mistake in the code is that you're reading the input file multiple times without opening and closing it, but beyond that, the program itself is inefficient because it's attempting to read the data many times.

I'd rewrite the program to read the data once into a hash and then write many times, something like this:

#! /usr/bin/perl
use warnings;
use strict;
my %hash;
while(<DATA>) {
    chomp;
    my @col = split " ", $_;
    next unless exists $col[3];
    next unless $col[3] =~ /^S\d{5}GM\d{3}$/;
    my $key = substr($col[3],1,5);
    push @{$hash{$key}} , [ @col ]; 
}

for ( sort keys %hash ) {
   my $i = $_;
   $i =~ s/^0+//g;
   my $file = "output_$i.txt";
#   open FILE, ">", "$file" or
#       die("Cannot open file $file\n");
   print "FILE: $file\n";
   for my $col ( @{$hash{$_}} ) {
       print join (" ", @$col), "\n";
#       print FILE join (" ", @$col), "\n";

   }       
#  close (FILE);
}


__DATA__
11880    13417    -    S00010GM001    sml_056    sp|YV02233      desc
13804    14685    -    S00010GM002    sml_045    sp|YV02643      desc
15525    18026    -    S00001GM001    sml_032    sp|V023334      desc
32763    34239    +    S00002GM001    sml_028    sp|YV02376      desc
67929    68933    -    S00003GM001    sml_025    sp|YV02346      desc
90562    91368    +    S00012GM001    sml_025    sp|YV02376      desc
10209    10433    -    S00012GM002    sml_046    sp|YV02355      desc
12522    12576    +    S00013GM001    sml_027    sp|0235777      desc
13247    13349    -    S00013GM002    sml_088    sp|YV02375      desc
[download]

Please note the commented out open, close, and print statements have not been tested.

The results are:

C:\Perl>perl onfour.pl
FILE: output_1.txt
15525 18026 - S00001GM001 sml_032 sp|V023334 desc
FILE: output_2.txt
32763 34239 + S00002GM001 sml_028 sp|YV02376 desc
FILE: output_3.txt
67929 68933 - S00003GM001 sml_025 sp|YV02346 desc
FILE: output_10.txt
11880 13417 - S00010GM001 sml_056 sp|YV02233 desc
13804 14685 - S00010GM002 sml_045 sp|YV02643 desc
FILE: output_12.txt
90562 91368 + S00012GM001 sml_025 sp|YV02376 desc
10209 10433 - S00012GM002 sml_046 sp|YV02355 desc
FILE: output_13.txt
12522 12576 + S00013GM001 sml_027 sp|0235777 desc
13247 13349 - S00013GM002 sml_088 sp|YV02375 desc
[download]

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