On OSX if there are ? in the field they are not removed from the filename when you run 'Correct Filenames from Tags' , but on OSX I it is ok to create files with '?'s in the filename, on Windows they are filtered out.
'*'s are automatically removed whether they are inputted by running 'Correct Filenames from Tags' or by typing asterisks directly into the filename or subfolder fields.
I'll investigate, for users less technical than yourself it would be better if the filtering was automatic so that filenames are always valid for the filesystem being used, but this may be difficult to do with so many possible variations.