Hi,
I don't have access to a system at this moment so I can't check it but it seems to me that SAP made a mistake. The logic should be that it checks that you have an authorization for at least one object. This can be done with DUMMY but it was coded with * which checks if you have authorization for all objects. That's why I was asking if you can see the exact code where it is being checked. You can easily navigate to code from ST01 when you have a trace. If you believe this is the case then I would suggest raising a message with SAP to fix it.
Cheers