So the answer to your question is yes and no.
A checklist is designed for each task. This is done in the Work Flow Setup > Task Setup module. However, when a task is added to the work order the attached Checklist is loaded into the work order's checklist grid. All checklists for all tasks added to the work order are added to the same grid.
There isn't a link between the checklist and task or an asset at this point.
If you would like you can put in your idea as an enhancement request here: https://lucity.uservoice.com