Asterisks are used in text to denote footnotes*. So the headline wants to convey that what Romney said against "clean energy" is true, but there is some footnote or exception that the writer wants to bring to your attention.
IMOIn my opinion it's not a very good phrase. It would be better to say "with an exception".
*Like this. A footnote is usually used to explain a point that is tangential to the main point, or an exception to a rule. It is done this way so as not to break the flow of the main body of text.