Setting up a new site today, I discovered that the custom post type indexing no longer works. I have another site using custom post types that had been indexing fine previously, so I checked its sitemap and the custom post types from its last build were there. I rebuilt its sitemap, and the custom post types disappeared.
The only change that's happened on that site since the build process last worked properly is update to WP 3.3 I checked both sites with all other plugins off and nothing in functions.php except the post type registration.
I also tried the code snippets mentioned in the post before mine on this topic, but that had no effect.
http://wordpress.org/extend/plugins/google-sitemap-generator/