Oh, I found a solution by myself. Answer is: "use wildcard", example for other users with the same issue:
> java -jar plantuml.1.2020.6.jar ./*.puml
or simple
> java -jar plantuml.1.2020.6.jar *.puml
but first part of a question is still valid. Why *.puml is not included as a one of a default extensions thanks to which wildcard would not be required?