RJ said once that he would probably reveal who killed Asmo in the PoV of the killer. That would mean an Eelfinn PoV, and by chance that is Asmo's killer. Doesn't seem that likely and obvious.

Plus, RJ said that the DO couldn't transmigrate Asmo, because of how he died AND where he died. Usually Balefire alone would prevent transmigration. There is no reason to believe that the Finn used a weak balefire ter'angreal.

Besides that, shortly before Lanfear fell through the doorway, she wanted to kill Rand and his girls. She still wants to kill Rand in WH. Why should - only a bit later - her priority be to wish for Asmo's death?

Finally, that Cyndane says she was held by the Finn probably indicates that they captured her and she didn't get any wishes. Otherwise she could have wished freedom like Mat did. Apparently Moiraine also didn't get any wishes, since she knew beforehand that she would fall into Finnland, but is still imprisoned.