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.
Star-free languages are regular languages without the Kleene star.
https://en.wikipedia.org/wiki/Star-free_language
But I'm not an expert in formal languages and maybe you are.