You're looking for the Mapped Locations, not the Edit Asset Locations then. I found a great write-up by a user @RCorbeil about this and have adapted it to your code.
See these articles to get a better explanation than I can give.
First to report on Maps and their Assets by @Susan_A : https://community.lansweeper.com/t5/forum/location-maps-and-their-assets/m-p/52717#post40676
Second to see why the Mapped location report is more difficult explained by @Esben_D : https://community.lansweeper.com/t5/forum/report-of-asset-location/m-p/30542
Third is where I found the info that may help your report from user @RCorbeil : https://community.lansweeper.com/t5/forum/report-showing-asset-locations/m-p/19136
That said, here's the report that I modified that may help you.
Select Top 1000000 tblAssets.AssetID,
tblAssets.AssetName As Name,
tsysAssetTypes.AssetTypename As Type,
tsysAssetTypes.AssetTypeIcon10 As icon,
tblAssets.IPAddress,
tsysIPLocations.IPLocation,
tblAssets.AssetName As AssetLocation,
tblAssets.Domain,
Case tsysAssetTypes.AssetTypename
When 'Windows' Then tsysOS.OSname
When 'Linux' Then tblLinuxSystem.OSRelease
When 'Apple Mac' Then tblMacOSInfo.KernelVersion
Else ''
End As OS,
tblState.Statename,
tblAssetCustom.Location,
tblAssetCustom.Building,
tblAssetCustom.Department,
tblAssetCustom.Contact,
tblAssetCustom.Custom1,
tblAssetCustom.Custom8,
tblAssets.Firstseen,
tblAssets.Lastseen,
tblAssets.Lasttried,
al.AssetName As [On Map]
From tblAssets
Left Join tblOperatingsystem On tblAssets.AssetID = tblOperatingsystem.AssetID
Inner Join tsysIPLocations On tsysIPLocations.LocationID =
tblAssets.LocationID
Left Join tblADComputers On tblAssets.AssetID = tblADComputers.AssetID
Left Join tblLinuxSystem On tblAssets.AssetID = tblLinuxSystem.AssetID
Left Join tsysOS On tblAssets.OScode = tsysOS.OScode
Left Join tblMacOSInfo On tblAssets.AssetID = tblMacOSInfo.AssetID
Inner Join tblAssetCustom On tblAssets.AssetID = tblAssetCustom.AssetID
Inner Join tsysAssetTypes On tsysAssetTypes.AssetType = tblAssets.Assettype
Left Join tblAssetRelations As ar On ar.ChildAssetID = tblAssets.AssetID
Left Join tblAssets As al On ar.ParentAssetID = al.AssetID And
al.Assettype = 66
Inner Join tblState On tblState.State = tblAssetCustom.State
Order By [On Map]
This report will show all assets without filtering. You should see in the last column "On Map" a list of your current maps and blank entries. If you apply the "Is Null" to the "On Map" field criteria, it should only show the blank entries now.
Your last two lines should now be:
Where al.AssetName Is Null
Order By [On Map]
Good luck.