I would expect %w{ ... } to return a set, not a list:

%w[ ... ] # list
%w{ ... ] # set
%w( ... ) # tuple

and I would describe them as list/set/tuple "word literals". Unlike
list etc displays [spam, eggs, cheese] these would actually be true
literals that can be determined entirely at compile-time.

A more convenient way to populate lists/tuples/sets full of strings at compile time seems like a win.

If I might be allowed to bikeshed: the w seems unnecessary. Why not drop it in favor of a single character like %, and use an optional r for raw strings?

%[words] # "words".split()
%{words} # set("words".split())
%(words) # tuple("words".split())

%r[wo\rds] # "wo\\rds".split()
%r{wo\rds} # set("wo\\rds".split())
%r(wo\rds) # tuple("wo\\rds".split())