How to show that ECTL* is more expressive than CTL* $\cup$ Büchi (with an example)
I think the simpler example is your property, which can be written for instance $E(((a+b)a)^\omega))$.
A simple way to show that is is not in CTL* is to show that this would imply that the word language $((a+b)a)^\omega$ is in LTL (because CTL* on linear structures is LTL). 

This fact is a classical result.
To show it, it suffices (for instance) to use the theorem stating LTL&lt;=>aperiodic $\omega$-semigroup. So we just need to compute the minimal $\omega$-semigroup of this language, and observe that it contains the group $\mathbb{Z}/2\mathbb{Z}$, so it is not aperiodic.