Reminder or auto-dismount DMGs?
 

As I understand it, copying a DMG file that is mounted (and writeable) is a bad idea, as you can get a corrupted filesystem for that dmg.

Would it be possible for SD to figure out if a mounted DMG should be closed, and either close it for you or give a warning? "The disk image XXX.dmg is mounted in a writeable state, copying the dmg file without unmounting it may be risky"...

We do automatically mount/unmount images (sparse images), actually, xochi.