In my opinion, you're gambling (and a bad gamble at that) whether the tiny seedling would grow a bulb large and mature enough by summer's end to survive the winter outdoors.
Your Asiatic lilies do not have that type of growth process that requires a cold period to sprout. The seeds you are alluding to have delayed germination or hypogeal seed growth. These include many of the martagon types, Caucasian, oriental, some Mediterranean lilies, but very few asiatics (and not yours). Normal germination time for your lily would likely be one to three weeks.
