The problem here is Windows. Unlike POSIX systems, which pass an argument vector containing strings, WinDOS passes only a "command tail" string into the new process. The C runtime library then interprets that string to find argc and build argv to pass to main.
Wildcard expansion (or lack thereof) on Windows is therefore a function of the runtime libraries perl and raku are linked against, but the CMD shell apparently does strip some quotes, just because it was not confusing enough. Try "'*'", which also may or may not work.