It's installed on andor at least.... (and some of the other servers I checked) - what does:
% dpkg -S xmath.vim
say on your server?
andor% dpkg -S xmath.vim
does /usr/share/vim/vim61 exist?
If vim is installed at all, syntax highlighting should be enabled. If you're really unhappy, you can install your own version of vim.
Make sure you're calling vim as "vim" and not "vi" - vi on most of the DH servers is (intentionally) nvi and not vim.
If I create a script and put a "#!/usr/bin/perl" shebang at the top, and turn syntax on, I see (colored) syntax highlighting.
To the OP - does putting "set bg=dark" change anything?