Here's the list of default components integrated by wizard and related setting when native Joomla SEF is used.If you get links missing menu alias and containing 'component/com_xxx' that means that the component doesn't support native Joomla routing and you need to use one of the JSitemap options 'Auto' or 'Manual' to select the menu item for that component inside the data source settings.
When you add a data source for a third party component you may need to select the corresponding menu item using the dropdown named 'Manual menu item alias for SEF links' or, if supported, simply activating the option 'Auto menu item alias for SEF links'.
This will result in replacing the string 'component/com_xxx' with that menu alias, allowing you to generate sitemap with exact links used by components. Of course this works only if you are using correctly Joomla menu to link your component. If the component is orphan and it's not linked by any menu items, Joomla routing will always use the format 'component/com_xxx'.
To overcome the problem of Joomla menu alias and having better SEF links generated, you may consider to use a more advanced SEF extension such as sh404sef. Switching to another routing SEF system this setup could not be required at all.
In the case that the component is linked by multiple menu items, and so having more than one single entrypoint, when 'Auto menu item alias mode' is not supported you may need to use multiple data sources mapped exactly to the menu structure in order to differentiate links alias. Every data source needs to be filtered by same category id that is assigned to each menu item. The result will be a sitemap of links and alias matching your menu structure category by category.
Contact
K2
Edocman
EventBooking
EZRealty
HWDmediashare
IProperty
Newsfeed
Phocadownload
Weblinks
Seblod cck
DJ Catalog2
Virtuemart
Mosets tree
Easyblog
Easydiscuss
Phoca download
Phoca gallery
Seo glossary
E-Shop
JDownloads
Digistore
Mijoshop
Zoo
AdsManager
Jea properties
JEvents
Joomgallery
Joomshopping
Kunena
Mijoevents
Ohana
Rokgallery
JomEstate
Hikashop(if not using the canonical field and the plugin for JSitemap)
Attachments
Sobipro
Docman
JomSocial
EasySocial
JV Links Directory
FW Gallery
JStore
JV LinkDirectory
Music Collection
Phocacart