Well it's certainly some food for thought. I admit that initially when I was posed the question by the individual I agreed with them and my own response was FWD lateral CG would reduce the asymmetric yaw. I was thinking surely if the CG was say over the wings (very close to underslung engines) and if it was way AFT by the exit door (for argument's sake) that these 2 varying distances from the engine would have some difference in the resulting 'swing' upon failure. This appeared as correct to them in the exam so we thought it was all kosher, though it should be added it wouldn't be entirely unlike EASA to have some wayward 'correct' answers.
Being me I then researched and followed it up and found a document which stated thrust line to longitudinal axis was the only factor in asymmetric yaw along with thrust setting and lateral stability.
Regarding nosewheel load, I can see where you're coming from and it seems to make sense. The question could perhaps be a bit clearer as to whether it's referring to an inflight scenario or on ground.