Although I can't know what is happening, I have a suspicion that something else might be going on because the accepted characters as defined by the parameter "IVR_DIRECT_DIALING_GRAMMAR" only allow digits 0-9, so * should be ignored all together.
Could it be that they are also pressing other digits as well? I would suggest capturing an instance of this and check what rtpevent messages are being sent. Additionally if you check the 3CXIVR.log file, there you can also see what DTMF tones 3CX recognized. These 2 together should give you a good idea what is happening.