See a log of all DMG files that were mounted
This is normal and you need not worry about it.

When certain system items are updated, a recovery partition is mounted to update the boot (or other) configuration.  It is then un-mounted, all without showing a icon for the drive on the desktop.

You can see the recovery partition by issuing diskutil list in a terminal window.

You should see something like:

/dev/disk0
   #:                       TYPE NAME                    SIZE       IDENTIFIER
   0:      GUID_partition_scheme                        *1.0 TB     disk0
   1:                        EFI EFI                     209.7 MB   disk0s1
   2:                  Apple_HFS HARDDRIVE               499.7 GB   disk0s2
   3:                 Apple_Boot Recovery HD             650.0 MB   disk0s3


The Recovery HD is the one that is mounted.