In settings are two checkboxes -> you can generate 2 maps:
1) uncompressed: sitemap.xml
2) compressed: sitemap.xml.gz
You really get both of them by write URL manually.
But in robots.txt appear only one (tested on latest version if WP 3.6 - there is virtual robots.txt file).
I don't know if it is intentional but you are able have two Sitemaps definition in robots.txt
So I expected that I get two Sitemaps in robots.txt when I have checked both options (plain and gzip XML generation).