* matches 'zero or more' items. Your results are consistent with that.

From the start of the string, first the regex encounters 'The quick'. That's zero or more elements followed by a \n. Next, it finds zero or more characters between the end of the previous chunk and the \n -- that is, zero characters. So that's also a match.

Because there's another \n after the first, there's also a match for the zero non-newlines between the two newlines.

It continues in that fashion.

That's the problem with dot-star -- if you ask it to match nothing, it will happily match all nothings, even those you don't normally see.