Same safe behaviour happens when using bash and BSD rm (OS X):

    $ mkdir foo
    $ cd foo
    $ touch 1
    $ touch 2
    $ touch 3
    $ rm *
    $ ls -la .
    total 0
    drwxr-xr-x   2 mike  wheel   68  3 Sep 14:41 .
    drwxrwxrwt  18 root  wheel  612  3 Sep 14:41 ..