“We are the THUNDERBOLTS*!”
The fact that the schedules of Captain America: Brave New World and Thunderbolts* are so close together, makes me think that there will be a big connection between the two films.
Either same villain or the aftermath of the events in Captain America: Brave New World will require some cleanup, and Valentina Allegra de Fontaine is tasked with doing it. That could be the reason for the asterisk (*).
My theory… by the end of Captain America: Brave New World, there will be “TO BE CONTINUED ON THE THUNDERBOLTS*!”