One of three asterisks (*) has different hight. It seems to happen only when there are three asterisks. See attached screenshot for an example.

I think that's one purpose. FiraCode does the same: https://github.com/tonsky/FiraCode
Ah, could be! Feel free to close this issue if this one was on purpose.
It is a ligature, and it's intentional. It is shown in the ligatures section of the font presentation page : https://www.jetbrains.com/lp/mono/#ligatures

This is a ligature. Works like intended.
Thanks for feedback.
Can someone explain the reason for this ligature? I don't see any real use for this so far.
*** is an operator in Haskell. https://hectorhon.blogspot.com/2016/12/how-to-use-haskell-arrows-for-beginners.html
Most helpful comment
Can someone explain the reason for this ligature? I don't see any real use for this so far.