According to this: http://perldoc.perl.org/perllocale.html#The-use-locale-pragma

1. You need to use 'use locale' in your program.
2. LC_NUMERIC is always set to 'C'. Now why, I have no idea, but this is an upstream issue, not something we can really deal with, so for any further action on this you'll have to take it there.

I think you are just using setlocale wrong. setlocale in the POSIX module acts the same as setlocale in C (see: man 3 setlocale). The locale starts off as POSIX-compatible (C) until you change it by using setlocale. This was confusing for me the first time I used it.

setlocale with only one argument (like your example) only queries the current locale. Since it has not been changed yet, it is C. AKA POSIX-compatible. setlocale with a second argument of an empty string ("") will set the locale according to the environment variables of the process. This is the same behavior as the C library function.

In order to set the locale you should use the empty string, like so:
$ perl -MPOSIX -E 'say setlocale(LC_NUMERIC, q{}); printf qq{%0.2f\n}, 3.14'

Here I used -E in order to use say. q{} is the same as '' (the empty string) but helps me to avoid single quotes in bash. qq{} is the same as double-quotes in perl.

Hope that helps.

edit: "use locale" won't help because it only sets LC_CTYPE and LC_COLLATE. For something similar to "use locale", for setting all locale categories, replace LC_NUMERIC above with LC_ALL.