I have no experience with WP in MS mode for subdirectories (only subdomains) but there is a perfectly valid reason why WP should not create a robots.txt for each subsite: robots.txt is only 'allowed' in the root directory.
So if you have a main site under myblogsnetwork.tld and sub-sites under myblogsnetwork.tld/blogname/ then myblogsnetwork.tld/robots.txt will be read by search engines while myblogsnetwork.tld/blogname/robots.txt will not.
But then, if you are using Domain Mapping to redirect unique TLD's to any sub-sites, I can imagine WP will still not produce any robots.txt there... (correct me if I'm wrong!)
However, it would be a great new feature if the Domain Mapping plugin would force WP to do so in such a case! Donncha? What do you think? ;)