They don't show up in any of the stats that you can access via the individual product page, but they are on both the earnings history and royalty history reports - at least mine are. On the royalty history report they appear as a transfer.
I think maybe the reason they don't show up on the individual product page is because they're technically considered to be a transfer, so it's like a different product? But I totally agree that would be helpful.
In the back end stats for your store products, you have to choose digital stats in order to see them
BUT if you order by last sold date, it still orders it by last sold in terms of physical products, not downloads. So I agree that it's a bit confusing and less than ideal.
Here's my rant on the subject: A few Requests for Instant Download Stats - Zazzle
