In the open source fashion, I busted open the code and took a look inside. I don't know C or C++ but I know enough to be able to read it. I also know that the FILE function's wildcards do work. So, open the code, find the FILE implementation and then the SetFileAttributes implementation and compare. I see where FILE has the check for wildcards... SetFileAttributes doesn't have anything in the way of wildcard checks.
Would someone please update either the code or the docs so that they agree with?