They apparently are new to supporting sitemap protocol, there is a disadvantage with Live Search because with google you can submit multiple site maps not just one. So for example the blog feature has its own site map at siteroot/Blog/BlogSiteMap.ashx If you are using your site primarily as a blog it may be better to submit that one instead of the main one to Live Search.
Event Calendar Pro also has its own site map for events at /siteroot/Events/EventSiteMap.ashx
WebStore does not yet have its own site map but I created a plain xml file for my few products and submitted that site map to google as well.
Hopefully Live Search will get on the ball.
Best,
Joe