Looks like in Safari 5.1 in Lion disk images (.dmg) are no longer classed as “Safe” files after the whole Mac Defender cat and mouse malware saga.
The enabled by default “Open ‘safe’ files after downloading” preference of Safari automatically opens certain types of files as a convenience aid.
Safari 5.0 on Snow Leopard:
Safari 5.1 on Lion:
I found this quite useful, but I guess it’s just another move closer to an ‘App Store’ only world..