How about
rm -i *? Do you think it's safe, specially because you asked it to ask you before removing a file? You'd be surprised if there's a file name
-f. How about
scp * remote:? That might do something unexpected there's a file
somehost:bla, or even
otherhost:*.
There's no guarantee any program treats a filename given as argument as nothing else than a filename. In fact, most programs don't. And you should be quite aware of that when using *, or any other form of expansion (for instance, when using find ... | xargs). Being aware of what you are doing is far more useful than removing magic open.
It's like saying let's equip every Toyota with safety belts.
That doesn't help the person crossing the street with his eyes closed, does it?
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