After Rand's defeat of Asmo, Lanfear Travels from the middle of Rhuidean back to her silver and white palace, and then Rand and Asmo Skim out. (TSR "The Traps of Rhuidean" ) I guess there's a slim possibility that there was a dreamspike there which was somehow destroyed during the battle, which could explain why they didn't travel in but did travel out. I don't think so, though. Most likely, Asmo simply decided not to travel straight into the place, since he didn't know where the particular angreal he was looking for was. Easier to start from the edge and search inwards than vice versa.