not much to say here. the main reason for this is, if you have too many tabs, the text in them starts getting truncated. once text is truncated, the unsaved changes marker is cut off and cannot be easily seen without going through each tab. same applies to the taskbar; if the unsaved changes asterisk appears on the end of the window title, it gets cut off and is not easily visible in the taskbar label.
Having the * on the right is kind of a universal convention. It would be better to squeeze the text so the begin and end of the label are visible. The only way to do that with QMdiArea's tab widget is going to be a fragile hack.
I'm going to mark this as LATER because I'm really sorry, but we won't be fixing this until we get rid of QMdiArea, in Krita 6.