Well, the point of the asterisk is to make it so you can just copy-and-
paste and run the command and it will find whatever (assumed single)
CHECKSUM file is present - it saves the user having to manually modify
the command.

That's a good point, but I think it's the wrong thing to do there. The important goal as I see it is that people can verify their images (in all cases, even if they download multiple), and saving a few seconds for a command which is likely to work mostly but not always is not a good tradeoff, in my view. Man pages are also written clearly.