The first season of the A-League was 2005/06. Perth Glory have never won the A-League. There was no national football league in 2004/05; the last season of the old NSL was in 2003/04 which was won by Perth Glory.
You are correct. The NSL folded at the conclusion of their 2004 season where Perth Glory did indeed take home the title. Despite the high profile teams, clubs were not raking in large enough crowds to make a return on the investment in the league