When you say you have a DMZ, is this a different interface on the ASA? (So you would have Outside, Inside, and DMZ)? If so, it is perfectly fine to send syslog traffic in the DMZ interface of the ASA and out the Inside.
You essentially want to take the most direct path to the syslog server (and the most secure). If there are devices/networks between the logging device and the syslog server which you do not control, then you can always establish a VPN tunnel over the insecure network to get your logs securely back to your internal network.
Sincerely,
David.