Most people who think they want a REPL don’t actually want a REPL. It is what a REPL can give them – a Perl (or a Python or a Ruby) machine to which you can add functionality a bit at a time.
For an emacser like me, a sufficiently flexible command-line REPL can give me that incrementally adaptable machine. For most people, a graphical interface to that machine would probably be better.
And thanks, folks, for the suggestions of REPLs to take a look at. No doubt I’ll get around to evaluating a few of them at some point.