We find that the observed pressure-mode rotational splittings of slowly/moderately rotating δ Scuti stars and β Cephei stars mostly have a positive asymmetry. That is, the left frequency spacing is larger than the right spacing in the dipole mode splitting triplets and the l = 2 mode splitting multiplets (considering m = 1, 0, −1 modes only). This is in agreement with the second-order perturbative effect of the rotational non-spherical distortion: both the prograde and retrograde modes have their frequencies shifted towards lower values relative to the m = 0 modes. We thus study the rotational perturbation both in the first and second order, as well as the near-degeneracy mode coupling effect in MESA models representing δ Scuti stars. For faster rotators, the near-degeneracy mode coupling between the nearest radial and quadrupole modes can significantly shift the m = 0 modes, reduce the splitting asymmetry, and even change its sign. We find the theoretical splitting asymmetry from the second-order non-spherical distortion can explain the observed asymmetry quantitatively. To facilitate future detections, we predict correlations between splitting asymmetry, splitting amplitude, and pulsation frequency. We also discuss additional factors that can influence splitting asymmetry, including embedded magnetic fields, resonant mode coupling, and binarity.