Exciton photoluminescence in a pair of strongly coupled artificial asymmetric quantum dots (QDs) has been studied in a magnetic field up to 8 T. The QD molecules have been fabricated by a selective interdiffusion technique applied to asymmetric semimagnetic CdTe/Cd(Mg,Mn)Te double quantum wells. The lateral confinement potential within the plane, induced by the diffusion, gives rise to effective zerodimensional exciton localization. In contrast to a typically positive exciton Lande g-factor, an exciton transition in the non-magnetic QD demonstrates a nearly zero g-factor, indicating a strong electron tunnel coupling between the QDs. The strong coupling results in the formation of an inter-QDs indirect exciton, which is a ground exciton state at high magnetic field, as found in the experiment and confirmed by our calculations.