Versioning in Assets and Pages work separately.
A version is not created on Asset Publish, this is default or OOTB behavior of Assets in AEM.
You might need a simple custom solution, where you can listen to the replication events of your assets and add the logic to create Asset version programmatically.
Below link can become handy in creating a version programmatically:
https://developer.adobe.com/experience-manager/reference-materials/6-5/javadoc/com/adobe/granite/ass...
@Ashwin_Raju