An asterisk suggests that the name comes with an as-yet unrevealed footnote. This isn’t so surprising considering the cinematic team differs substantially from the comic book team they’re based on, which was originally headed up by Baron Zemo, suggesting that it’s the same team in spirit, but not in their traditional composition. Reports about the original plans for Thunderbolts* stated that the team would be sent on a suicide mission, which could’ve led to a massive team-shakeup either in the middle or at the end of the movie. Even if that doesn’t happen, it seems likely there will be some roster changes throughout the film.
Another motive could be to differentiate the team from Thunderbolt Ross, who will play an important role in Captain America: Brave New World just a few months before Thunderbolts* releases. In that MCU movie, Ross will be the President of the United States, and will ask Sam Wilson to rebuild the Avengers. However, since the Thunderbolts* team bears his name, it’s likely he’ll be involved in some capacity, which may be set up in Brave New World. In any case, as Feige asserts, we won’t know for sure for another year when Thunderbolts* hits theaters.