Hi Jonansondi,
As far as i know, fortigate is running under stateful inspection. And when you enable asymroute, it means you disable stateful inspection. I think Fortinet will not recommend you to do this since most modern hacking attacks are commtted based on transaction based.
A few month ago, i have the similar problem as yours. I' m using 2unit FG3040 (transparent mode) without HA. My case is, traffic send to fortigateA but reply packet send to FortigateB. At that time we decide to configure priority on our CoreRouter.
I don' t know about you environment. But why are you disable stateful inspection?
Thx
tato