In general you should try not to cross those boundaries simply because you have no idea what the portal container is going to do on your behalf...
The portal is proxying the request for the portlet, and as part of that proxy the original (actual) request might be wrapped in some form or another, so affecting this change at the portlet level might not be effective and possibly could hose things in the portal.
If I had to approach this, I'd probably do an ext plugin to put a filter in place for the portal's incoming resource request. The filter would ensure the async stuff is handled.
But depending upon what LR may or may not do in the rest of the filter chain and/or processing might foil this effort anyway...
