example of set_string_class_member_data_value in perl

That's a subroutine... You need to actually create the $classAPI handle... With something like

my $classAPI=SOAP::Lite
     -> uri('urn:iControl:LocalLB/Class')
     -> readable(1)
     -> proxy("$isProtocol://$icUser:$icPass\@$icServer:$icPort/iControl/iControlPortal.cgi", cookie_jar => $cookieJar);
   $classAPI->transport->cookie_jar($cookieJar);

Did you do that bit?