Yes, a war/battle with Asylon would have been fun.
However, what they did was smart. Diverting Terran North with their looting so that Aurvandil could land unopposed in the South achieved them a quick and total victory. It also, importantly, preserved their forces, which will benefit them as they still have yet to repel Astrum and the Golden Farrow.
Had they attempted a more blunt strategy, Terran could have inflicted casualties, either by interrupting Aurvandil's landing or by defeating Asylon on the field. This strategy they chose rendered Terran totally helpless.