There don't appear to be any specific issues documented about using artifacts with asynchronous subflows in Prefect. The documentation and codebase suggest that artifacts can be created and managed in both synchronous and asynchronous contexts. Artifacts are pieces of data created by a flow or task run, and you can track them using keys for lineage purposes.
For more details, you can explore the following resources:
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Prefect Artifacts Documentation
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artifacts.py Source Code
If you encounter any specific problems, it might be worth checking the Prefect GitHub repository for any updates or open issues related to your use case.