This tells it all:

>>> str('sdfd', **a,)
  File "<stdin>", line 1
    str('sdfd', **a,)
                   ^
SyntaxError: invalid syntax

>>> str('sdfd', *a,)
  File "<stdin>", line 1
    str('sdfd', *a,)
                   ^
SyntaxError: invalid syntax

While the docs tell otherwise:

http://docs.python.org/ref/calls.html

While having arguments after ** doesn't make sense,
comma after ANY kinds of arguments seem to be more
consistent.

This behavior seems as intended.  According to the docs (http://docs.python.org/ref/calls.html):

A trailing comma may be present after the positional and keyword arguments but does not affect the semantics. 
[snip]
Formal parameters using the syntax "*identifier" or "**identifier" cannot be used as positional argument slots or as keyword argument names.

I'm having trouble with what this actually means.  However, the relevant section in the Grammar looks like this:

arglist: (argument ',')* (argument [',']| '*' test [',' '**' test] | '**' test )

It looks like this logic was explicitly coded.

If this is determined to be a bug, we can just add [','] after the test in both cases.

Agreed. Not a bug.