I realize that I should include the shebang line only in scripts we want to run directly in the shell. I also do not see the shebang line included in any of the big module packages I have installed locally.
However, I was still curious if people might include it for some other reason I’m not yet aware of. Or if there perhaps might be something like a (e.g.) ~’historical’ reason for including it. Or should the shebang line never ever be included in .pm files(period) for fear of my house exploding?
No. A shebang marks a file as executable, and a module is usually not executable.
In general, there are exceptions. Python has an idiom to detect whether the current file is the one invoked by the interpreter, and quite some modules use this to run their unit tests when invoked standalone. This is not common in the Perl community, where you have extra unit test files bundled with the module on CPAN.
So even with this possible exception in mind, I would not consider it good style to include a shebang in a module file which is not meant to be executed directly.