A confidence interval, for a given probability, is the interval within which the true value may be found with that probability if the null hypothesis is true.
There are two possible reasons why a confidence interval may be asymmetrical. One is that the alternative hypothesis is asymmetrical: for example, H0 is X = 5 and H1 is X > 5 (rather than X ≠5).
The other possible reason is that the test statistic has an asymmetrical distribution.
Either of these can give rise to asymmetrical CIs.
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