No. In the graphic novels that continue the story of 'The Legend of Korra', Korra and Asami's relationship endures. They are depicted as being happy together and facing new adventures side by side. Their relationship is an important part of the ongoing story in the graphic novels, representing a positive LGBTQ+ relationship in the world of Avatar.
There is no indication that Korra and Asami break up in the graphic novel. The story actually shows their relationship growing stronger. They support each other through different challenges and their bond is a key aspect of the narrative in the graphic novel. It's a relationship that has been well - received by fans, and the graphic novels continue to explore their relationship in a positive light.
As of my knowledge, no. They remain in a relationship in the graphic novel continuations of 'The Legend of Korra'.