Mage::log() does not log in all files used by Magento?

Use Mage::log('text here', null, 'system.log', true).
That should work all the time.

I would assume, the file is loaded but the method is not called. So just set a breakpoint (or bad way a die()) into your method and make sure it is called.

After magento is initialized Mage::log at least with the $force parameter writes its log

Another guess here - the sitemap generation is generally triggered by a cronjob. If your cronjob runs under a different user than your webuser and doesn't have the permissions to write to your existing system.log file you wouldn't get any entries.