Have you ever tried to use a BLAST database of protein sequences containing stop codons? If you work on nice model organisms with solid gene annotation maybe not. However, with draft annotations, mutation studies, or read through translation it is not unreasonable for the odd internal stop codon to appear in a protein sequence. And some translation pipelines do leave in a trailing * character. It turns out the BLAST+ suite has a rather nasty glitch with this sort of sequence.
Update: BLAST 2.2.27+ fixed this bug.