It doesn't make any difference. The so-called "asset" is just a piece of digital information, e.g. a picture, which can be copied by anyone for free. As a result, owning such an asset on a blockchain doesn't confer any advantage to the owner. The owner has the same rights over the asset as the people who don't own it.
Some NFT platforms use IPFS, which as I understand it is basically hash of the content plus a mechanism for finding it as long as someone keeps hosting it. Of all the things associated with web3, IPFS is the only thing I’ve found that I think is kinda neat.
Not like a hash would be much better, as changing one pixel would give you a different hash, but at least it would represent a specific version of an image, a URL could change to anything tomorrow.