Disk Images no longer show up in Finder's Sidebar
Update.

Just realised that it the CDS,DVDS,  and iPod option in the Finder side bar prefs control  showing of DMGs



You need to check it to get them to show up.



The below may be related to External drives not showing up.



If you drag them of the sidebar they will never show up even when mounted.

To get them back you need to mount them and drag them back on.

This may not be what is going on with your if this is happening to any new items you have never mounted before. But you could try this and see.



Here for illustration a Partition and a DMG being dragged off. 
(But this has happened to me without me realising or for some unknown reason.)







To get them back I would need to drag them back.

I go to my device window:



And drag them back to the side bar







And now they are back.