A holomorphic transformation to a miniversal deformation under *congruence does not always exist

V.I. Arnold [Russian Math. Surveys 26(2) (1971) 29-43] constructed miniversal deformations of square complex matrices under similarity. Reduction transformations to them and also to miniversal deformations of matrix pencils and matrices under congruence can be taken holomorphic. We prove that this is not true for reduction transformations to miniversal deformations of matrices under *congruence.