Create an Inherited View that modifies the Address Details View:

<data>
    
<label for="o_vat" position="replace">
     <label class="col-form-label fw-normal label-optional" for="o_vat">
         <t t-out="vat_label"/> *
     </label>
</label>

<input id="o_vat" position="attributes">
    <attribute name="required">required</attribute>  
</input>
                    
</data>

The two changes here are (1) adding the star after the label and (2) adding the required attribute

Result: