Big difference between DOS and *NIX systems is that programs themselves are supposed to parse their arguments (including wildcards)
Where's on UNIX using a wildcard makes your shell do the lookup, on DOS this behaviour is entirely dependent on the tool you're using.
Only using "*" doesn't copy the files in the main directory (but it does copy folders), "*.*" does both. But I'd be curious to know more about this if any DOS veterans can tell us more :)