We prove that, in general, given a $p$-harmonic map $F:M\to N$ and a convex function $H:N\to\mathbb{R}$, the composition $H\circ F$ is not $p$-subharmonic. By assuming some rotational symmetry on manifolds and functions, we reduce the problem to an ordinary differential inequality. The key of the proof is an asymptotic estimate for the $p$-harmonic map under suitable assumptions on the manifolds.