This is the reason the ** is expanded.
[pre]
column-header
defines the column header for the report item. Enclose each header in single or
double quotation marks. When you specify multiple column headers, PROC
REPORT uses a separate line for each one. The split character also splits a
column header over multiple lines.
In traditional (monospace) SAS output, if the first and last characters of a heading
are one of the following characters, then PROC REPORT uses that character to
expand the heading to fill the space over the column:
:- = \_ .* +
Similarly, if the first character of a header is < and the last character is >, or vice-
versa, then PROC REPORT expands the header to fill the space over the column
by repeating the first character before the text of the header and the last character
after it.
[/pre]
This is as close as I could get to your desired result.
[pre]
define a / "aaa#" '2A2AA0'x ;
[/pre]