Congrats on the 40 lb loss.............whooooooooo hoooooooo.
While obesity definitely contributes to shortness of breath in asthmatics, and that asthma control improves with weight loss, it has not been proven for sure whether obesity directly causes asthma. And there are some scientists who believe that people who are obese are at greater risk for worse swelling and inflammation in the bronchi (windpipes). It sems to be a subject that does not have definitive proof and your physician could be right, your asthma flairs can easily be caused by other medical problems.
I think your weight loss goal is still a great one as extra weight is not good for your general overall good health.