Welcome to the Asana Community Forum @Amy_Mendez👋
I am not using this integration personally, however based on the guide it should be possible to also set up notifications for 1:1 chats.
Using Rules in Asana | Product Guide • Asana Product Guide.
Now in terms of rules, it is correct, that this is not possible at the moment. I have found this existing feedback request thread that I recommend upvoting: Add Microsoft Teams function to send notifications when task is approaching to user directly via email or teams
As a workaround you might also want to look into tools such as Zapier or Make.
I had a quick look and Make seems to offer something. Look under „Send a Message
Sends a message to a team’s channel or to a chat.“