Hi,
if you want to show dropdown as search filter you need to use sfDropdown tag instead of sfLookup, dont forget to add lookup=no.
<PDM_MACRO name=sfDropdown hdr="Subestado" attr=asset_lifecycle_status lookup=no>
Presented error means that you haven't form to search over that table, other way is to create form for that purposes, you can use list.template (could be found in bopcfg\www\htmpl\web\analyst folder) or any other list_*.htmpl form.
Regards,
Timur