CNTY, RTE, or URBN "assets" (for reporting) do not have locations on the State Highway System and can not be seen in any of the forms in Asset Manager. Instead the data returned when queried without a location looks like a look-up table. When you specify a particular location, then you get an error message.
Those "assets" are look-up tables that were created specifically for using in reports and merge queries. They can be used in creating derived assets which will join the members of the groups (county, city, etc.) with their route locations that can be queried on the Assets On a Highway or Find Assets form.
Asset Manager System Admin Guide for instructions on setting up derived assets