That Lanfear got any wishes, because apparently also Moiraine got none. Both were captured & hold by the Finn, according to Cyndane's PoV and Moiraine's letter. Maybe because they destroyed the doorway and were knocked out.

Besides that, as far as we know the Eelfinn couldn't know the exact location Asmo where is. They also couldn't pull Lanfear back to Finnland, once she left them, because RJ said that the Eelfinn can't affect the human world. I don't see why and how Lanfear would willingly return to the Finn, after killing Asmo.

Finally, balefire can't be the weapon since RJ said that Asmo couldn't be transmigrated because of two factors, how and where he died. IIRC, he also stated that motive isn't that important but rather opportunity. That speaks against the idea that Lanfear, who probably had the most obvious motive to kill Asmo, actually directly did it.

If Lanfear was somehow involved, I think it makes more sense that she gave Slayer at some time the order to finish Asmo, if something happens to her.