Yes, Asylum Party is definitely a goth band because most of their albums belong to the Coldwave genre, which is a core subgenre of goth music. Albums like Picture One, Borderline, and Mère are examples of their goth sound.
Some of the other goth artists that are similar to them are Double Echo and Little Nemo.
Asylum Party is located in France, Paris, active in 1985 — 1991. You can find more information about Asylum Party on their GothDB band page.