I know this can be annoying, but I have never heard of a way to change the formatting of the red asterisk. You might be able to do this by hand-editing the XSL that renders the view, but it seems like it would take more time to implement than it's worth. I would look for a workaround. Maybe you could add 10px of padding to the right of the field when it is invalid? This way the asterisk won't cover up any of the content of the field.
Hope this helps!
Matt Faus / Microsoft InfoPath MVPQdabra® Software / Streamline data gathering to turn process into knowledge