Tony Rogerson brought to my attention that with sp2, a plan that does CHECKDB seems to always do it against the master database. Technicalities seems to be in how SSIS executes SQL commands, separates batches and connection pooling (sp_reset_connection).
I created a plan to do CHECKDB against all databases, and this is what I found in my errorlog file (irrelevant info removed):
DBCC CHECKDB (master) WITH no_infomsgs executed by ...
DBCC CHECKDB (mssqlsystemresource) WITH no_infomsgs executed by...
DBCC CHECKDB (master) WITH no_infomsgs executed by ...
DBCC CHECKDB (mssqlsystemresource) WITH no_infomsgs executed by...
DBCC CHECKDB (master) WITH no_infomsgs executed by ...
DBCC CHECKDB (mssqlsystemresource) WITH no_infomsgs executed by...
....
See the problem? I haven't seen any official words about this yet, so all I can say is to check your errorlog file after a maint plan has been executed, and if you don't see the proper databases, create a regular Agent job for this instead.