-unsafe allow server-side wildcards (DANGEROUS)
and as explained in the doc (https://www.ssh.com/ssh/putty/putty-manuals/0.68/Chapter5.ht...),"This is due to a fundamental insecurity in the old-style SCP protocol: the client sends the wildcard string (*.c) to the server, and the server sends back a sequence of file names that match the wildcard pattern. However, there is nothing to stop the server sending back a different pattern and writing over one of your other files"
I haven't used the Linux version much so I assumed it had the same option. PSCP has had this option for as long as I can remember. I guess no one bothered to look at scp, or as one of the other comments here notes, scp is overwhelmingly used with a server one already trusts.