That doesn't make it property. A signature is just a message.

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why are the private keys that allow you to sign the message and transfer value not an asset ?

I think the private keys, a secret bit of information, are an asset, but that is very different than saying bitcoin is property. You do not transfer or otherwise share the secrets in any way in order to publish a transaction message. And bitcoin is just pure information copied on everyone's node. That's very different from property. Maybe it's intellectual property, but I don't think so.