Building the application object and its components has nothing to do with serving web pages. The database model setup is exactly the same if you do it for a web application or for your cron utilities and it should also remain the same if you one day decide to make a desktop version of your app. There is no reason that this initialization is a part of web frameworks other then we don't currently have a good standalone application builders. Now every web framework reinvents the wheel and writes one from scratch. Fortunately (in the Perl universe) there are now multiple efforts to create the ultimate configuration engine. There is just one step from a config reader to an application configurator.
As I have already commented elsewhere, I think the ideal for big projects would be a simple config file using simplified syntax that could be changed by the admins plus a Dependency Injection container that would build all the application components from the primitive values provided by this config. This DI container would be a second level configuration - still simple code but touchable only by programmers. For small applications I was quite happy with MooseX::SimpleConfig and Moose type coercions.