That's a good question. Packager allows you to output the SQL and data scripts, so you can view them, or save them to disk. In the actual package output, though, they wouldn't have much meaning. The ADO .NET client that is going to run the script doesn't have a concept of batch separators (GO), as they're mainly to enhance the performance of SQL clients like Query Analyzer and Management Studio.
If you could elaborate on your need to have these, we can certainly look into it.