I do not know I still have the issue since I have circumvented the problem. I have been using Python3.4, I think it was one of the earliest asyncio implementations. The way it can be reproduced is as following: 
1) There are lots of active TCP connections connected to asyncio server (300-400 of them)
2) One of the clients close connection ungracefully(without sending a FIN)
3) We have a PING/PONG mechanism in the server (similar to http keep-alive), we call transport.close() on the socket if pong is not received within an interval.
connection_lost() event is never gets called for the socket. This is not happening all the time, this is a random issue, the key here is to disconnect client without sending a FIN and there is outgoing buffer for client.

Above is all I got.

Thanks!