Yes, ASL does have a sign for "that" but again, ASL is not English.
Let me give you an example of the same phrase in 2 different languages:
English: I feel sad
French: Je me sens triste
Right away, you see a different usage of grammar. If I were to translate French literally, it would be "I myself sense sad"
You are attempting to use literal English translation of ASL. You think in English "repeat that please" and assuming it must be same usage in an entirely different language with an entirely different grammar and sentence structure like ASL.
Honestly, you're deaf, right? Already you know you take in information with your eyes, you look at eyes, you have trouble lipreading people with sunglasses, you sense what people say through body language, the cock of their eyebrows. With me so far? ASL is kinda like that, you establish first the topic, then you comment on it. With your eyes, you establish a topic like car, then car is blue, turning left. ASL is very much in line with how we process things visually. I realized this two weeks ago when there was a sudden thundershower, I had to take out my hearing aids to protect them and we sought shelter in my coach's SUV. I always wear my hearing aids in public in order to understand hearing people better. In that SUV, while the the thunder crashed and lightening split the sky, I looked at everyone signing in the SUV and I am not kidding you when I say it was like my mind just split open and sunshine was shining in. It was illumination, englightment, it was like this feels like home.
So, if you get a chance to take some ASL classes or lessons or whatever, go for it. Really. This grammar you're still a bit grey on, it wlll make so much sense after you learn ASL because whether you're conscious of it or not, you're already thinking in ASL with your eyes.