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. That said, I'm not wholly surprised that we ended up seeing M87, rather than Sag A*. As Glorfindel said, Sag A*'s event horizon is much smaller, meaning matter orbiting the black hole has a shorter orbital period. This contributes to variability; if you're observing a target for, say, a week, it's much easier to take an image of something that's not changing over short timescales. I believe M87 is expected to vary on timescales of about a week, not on the order of days or hours.
Second - and this is the reason I've seen cited more often - Sag 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, 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.