I don't have a good reference on it, and it seems to have been in flux for a time. The
wiki page gives some views throughout the centuries. As to Jesus' times: Josephus has no problems with offspring of mixed marriages, whereas Philo calls them bastards.
As to Asenath, I can see that someone would like to fill in the details and then transform her into an upstanding goy. Hard to do that with Ruth who had already a whole (canonical) book devoted to her life.
You'd be surprised what people can invent out of whole cloth, contrary to what the book says. And those guys were at it with such gusto, that it makes the Catholics look tame and sane by comparison.
E.g., since you mentioned Philo, he manages to read so deep into one sentence in Genesis -- I can't even say 'read between the lines', as it's not even a full line -- that he handwaves in a whole second God. An anthropomorphised 'word of god', who's a second god, and everything is done through him. If that sounds familiar, yeah, John just took that idea and said that the Word Of God is just Jesus.
I mean, forget Ruth, inventing a second God in a monotheism, now that's a bigger feat. Not to mention missing the point of
monotheism
Speaking of which, incidentally, a lot of midrash follows the same pattern of reading a whole story into a single sentence or phrase taken out of context. A whole lot of it even tells you up-front which sentence, and then proceeds to make up a fanfic story which "proves" that that simple sentence
actually was a metaphor for something not even connected to that sentence or the plain meaning of the chapter it was pulled through.
I.e., the Christians didn't really invent even that. Paul's delusional reading a page worth of prophecies about him and his congregation in sentence from Sarah, yeah, I can believe he was educated as a Pharisee. They did just that. Lots. (Though, lest I mislead, in other places he seems not to know how Pharisee 'logic' worked. His is broken in different ways.)
E.g., the invention of Lilith as the first created woman, in direct contradiction to what the book actually says.
But in Ruth's case, there actually is plenty of fanfic... err... midrash around her, filling in a lot of gaps with wild confabulation.
E.g., if you believe just the more or less 'official' midrash, she's 40 years old and Boaz (the guy she's courting) 80 years old, and makes it a desperate quest to have children at all cost. (Because you just know that a woman can't aspire to anything but be a baby mill

) Oh yeah, and according to one midrash, Boaz is sterile too. Which kinda makes one wonder why choose an 80 year old, known sterile guy for that

Oh yeah, and apparently Ruth is sterile too. In fact, apparently
she doesn't even have a womb. (Transvestite Ruth?

) Because, you know, if one started making it stupid, they might as well go all the way and make it completely friggen retarded. You know, like having a woman without a womb try to have a kid at all cost, and choose a known sterile guy for that. You can't get much more of an
Idiot Plot than that

But some prayers from Naomi cure both, including apparently the Lord getting off his ass and growing a womb for Ruth.
As I was saying, don't underestimate how much one can pull out of the ass when writing fanfic
One version makes Boaz die on the wedding night, after doing his duty and impregnating Ruth, and then makes Naomi a foster mother for the child. No, really, the kid then has a mother (Ruth) AND a foster mother (Naomi.) Holy civil union, batman!
They also go to great lengths to be retarded about her qualities. E.g., she's apparently so virtuous that when the other women bend over to glean, she sits down. Yeah, that's got to be an efficient way of doing things
But this is basically just the 'official', canon stories. It is indeed understandable that they wouldn't change her origin, as long as it makes the point they want made.
You have to understand that basically there are no qualifications needed to write midrash, just like there are no qualifications needed to give a fatwa, or to comment on 9/11. The only 'test' is whether you can get enough people to agree with your version, or enough rabbis to make it more or less canon. But there's nothing to prevent you from writing your own midrash that, say, makes Ruth some kind of Super-Girl from outer space
