I know that * is the wildcard in many expressions, such as some query languages and (as you say) file name globs. However, I don't actually think a wildcard glob is a regular expression. Wikipedia, always a risky source :-), makes that point, with a reference to further reading.
The article is about the asterisk character, and the connection to the wild-card seems legit. But the sentence "I find regular expressions can induce swearing, occasionally" (which I agree fully with!) hints towards the idea that the * is used as a wildcard in regular expressions, which I think isn't quite true.
A glob isn't a regular expression, and indeed one of the reasons it isn't is that it lacks the Kleene star - which is the thing an asterisk does in the typical regular expression syntax.
I think you're slightly at cross-purposes: GP is saying that since globs lack the Kleene star, they cannot be used to define all regular languages.
Star-free languages are a strict subset of the set of regular languages, so there exist regular languages that require the Kleene star to be represented as a regular expression; indeed the Wikipedia article you linked gives an example.
It's perhaps worth noting that neither regular expressions nor globs are themselves regular languages: they are just used to define regular languages. Consider that regular expressions usually require some form of parenthetical notation, and that languages with matched parentheses cannot be regular as a trivial consequence of the pumping lemma.
ie.: in most OSes you can use * as wildcard for filename.
file.*
will refer to all files named "file" with any extension
.zip
will refer to all files with any name as long as they have the zip extension
is a wildcard in most contexts while "." is wildcard only in regex that i know.