There was a mention of Sagittarius A* during the Q+A portion of the press conference; the team indicated that they hope to produce an image sometime in the future (although they were careful to make no promises, and they're not assuming they'll be successful).
That said, I'm not wholly surprised that we ended up seeing M87, rather than SagSgr A*, for a couple reasons which the team mentions in their first paper:
- As Glorfindel said, SagSgr A*'s event horizon is much smaller, meaning matter orbiting the black hole has a shorter orbital period. This contributes to variability on the timescale of minutes. The observations of M87 took place over the course of a week - roughly the timescale over which that target varies, meaning the source should not change significantly over that time.
- Second - and this is the reason I've seen cited more often - SagSgr A* lies in the center of our galaxy, and so thick clouds of gas and dust lie between it and us. That results in scattering, which is a problem. There are ways to mitigate this, of course, and the team has spent a long time on this, but it's simpler to just look at the black hole that doesn't have that problem in the first place. That's why M87's black hole is an attractive target.
Neither of these are impossible hurdles to overcome, but they're certainly very real difficulties that can't be ignored.