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I believe this qualifies as a bug: when no books are selected on the sitemap config page:
I would think then that part of the sitemap should be hidden, otherwise it's a useless section (since there is nothing linked to), but currently it shows:
Our themer Alberto is planning to write a patch for this when he has a chance, but if this is not really a bug and the patch would be useless, do let me know. ;)