Sure, that looks confusing on a casting list but the characters are not even in the same storylines (beside the fair possibility Theon mentions Asha in Winterfell scenes - she would just have to be referred to as "my sister"/"your sister" instead of by her name and all would be clear even for the most stupid viewers..)

Osha is the wilding who is a servant at Winterfell (and already seen in GOT, that's why it's not her name that got changed) and will get attached to Rickon's behind-the-scenes-until-at-least-book 6 storyline. By the time Asha will really start playing a role on the mainland of Westeros, Osha's about done for a good while (even if they decide to show us Rickon again earlier than (it will eventually happen) in the books.

It's not a big deal, but it's just totally pointless.