You can ask for anything you like. The term "as-is" is really an expectation....in other words "don't ask for anything." On the other hand, short sales have no money for the seller so they are not going to put money into a losing deal when another buyer might not ask. So it's trickier. Also, with a short sale any time you alter the amount of proceeds to the short sale lenders, you need to go back and get the negotiator to approve it.
In my opinion, I do not believe the lender is going to allow their proceeds to be reduced due to a furnace...although they often do for something more dire, like say mold.
I would suggest talking with your agent, see if they have an idea for you....there might be somewhere in the deal which would give you something. Additionally, if you are using FHA financing, the appraiser might consider the furnace problem as something which comes under the health and safety issues of the home. A FHA loan requires that the home is habitable, and if there is no heat...... This might give you some leverage to get it repaired ahead of the closing since FHA will require that.
Hope this helps....good luck with the purchase,