To expand on that, the reason this doesn’t work is that expanding * to match any file in the directory is something that your shell (generally bash) does for you. Julia commands are not run by the shell at all, but are just executed directly (see https://docs.julialang.org/en/stable/manual/running-external-programs/#Running-External-Programs-1 , specifically the third bullet point).
This also explains why bash aliases and shell functions can’t be used inside commands (unless your command itself launches bash and passes some string to bash to execute). See also Success() does not give same result as running in terminal and Getting Unwanted Quotes in System Calls