E are the heathen. The word translated "heathen" here was translated as such by gentile translators. The same Hebrew word translated as "heathen" here is translated as "Gentiles" elsewhere in the KJV. Generally, the Jews had no place in their mind or heart for those who were not Jews. It wasn't just a matter of racial prejudice. Through Moses God had instructed the children of Israel not to intermingle with strangers; heathen; Gentiles... us (Deut. 7:1-4 & Josh. 23:12-13). The Jews were the chosen people of God. They lived (or were supposed to live) in stark contrast with the rest of the world. The Gentiles of Moses, Joshua and Asaph's days were polytheistic and utterly debauched. The ones who lived close enough to the Jews to be known by them were perpetually opposed to them. So, when Asaph prayed about the uncircumcised who were all around him, he prayed for God's wrath upon us.
Sometimes we Christians have a tough time understanding the mindset of these OT Jews. With all of our tolerance and equality and metropolitan integration and Great Commission of worldwide missions and "whosoever-wiliness" - we have a difficult time realizing what the world was like during those times. It was a different era. It was a different dispensation. When God sent Moses out of Egypt, He didn't tell his people to pass out gospel tracts on their way out. When He sent Joshua into Canaan, He didn't tell him to make disciples of all nations... he told him to eradicate and annihilate them without mercy and without exception. So, it's no real surprise that Asaph's righteous prayers called for damnation upon our Gentile ancestors.