Seth, I have exactly the same need and seemingly the same configuration as your screenshot - and it is working for me. If you are getting empty result list for the related documents, I'd check your data : is the value of the field exacly the same in both places? check for extra trailing spaces. I suggest you search for an invoice, do 'Edit Index Entries' and from that dialog copy value of the Assets# text filed and then paste it into the Assets# keyword field of the search dialog for another fFCand see if it finds anything.This should produce the same result as your relation link.
Again, exactly the same configuration works for me.