I found that my first guess about why this isn't working wasn't
correct.
Make is deciding that it doesn't have permission to install the Pg
stuff and was skipping that part. I mssed that message and just
thought that the error from the PL/Perl make was stopping the make
install at that point.
I am not sure why the protection test was failing. The install was
being done as root. Pg.so and a couple of other files were installed
without write access to the owner, but after changing this for the
files I found, it still didn't work as expected.
I wasn't able to find where this stuff was being checked, but I was
able to get it installed by doing the make install in the interefaces/perl5
directory as suggested by the error message.