They are there, but if you use a Favorites list you have to manually add them. Here is my story with an HR20-100 with "Custom 1" as the Favorites list.
Formerly had all the SD feeds checked (3, 11, 22, etc.). I also have OTA capability and so had the 3-1, 11-1, 22-1, etc., channels in the list and in the guide. Today all my normal old SD locals were automatically removed from the Favorites list. I went in and edited the list to add them back. The ones that were removed were the HD feeds added today: 3, 11 and 22. My 28 and 34 and 9 favorites were still there.
Right now looks like we have ABC, CBS and NBC only with HD feeds. I have "Hide SD Duplicates" enabled, and my new HD local feeds are the plain channel numbers where the SD local formerly were. In other words, 3, 11 and 22 with no dashes or anything.