That's strange. DateTime version 0.41 didn't contain any of the locale files that it's complaining about.
I wonder if this is one of those occasions when Red Hat think they know better than the CPAN authors and make brain-dead packaging decisions. It might be worth seeing if you can update DateTime first ("sudo yum update perl-DateTime").
If that doesn't work, then tell us which yum repositories you're using.
Update: Investigating further, I see that EPEL (which is the repo that supplies your copy of DateTime) has a nasty DateTime bundle which include DateTime, DateTime::Locale and DateTime::TimeZone. Which means you can't easily update one of them on its own. I hate it when they do that.
Not sure what the best approach is here. I think I'd build my own RPMs of those three modules and install them instead of the EPEL ones. But it might be easier to just install what you want directly from CPAN.