Considering that AutoCAD 2008 didn't natively support SID files (needed the raster design object enabler to see them), I wasn't surprised when I had the same problem with my plans. I've used Irfanview to convert the SID file to TIF and that was the only way to see them in Impression. Unless they make an object enabler that is compatible with Impression or add native support for SID files, you're probably out of luck except for converting the images.
Unless I'm printing my drawings or impression views for a presentation board, I usually NEED to convert to TIF because PDFs with SID files are just too large to send around to people over email. Adobe Acrobat cannot reduce the filesize of PDFs with SID files, but can drastically reduce the quality of TIF files to make them easily viewed over the web, so I end up most of time using TIF files.
Ultimately, I'd say it would be quite nice to be able to use SID files as a user who does mainly road interchange presentations, but whether or not it would be useful to a large percentage of the users is another thing altogether. Just my thoughts.
I'm new to the forums but thought I'd chime in on this...support for SID files in Impression is probably my highest priority wish item for future iterations of the software. Virtually all the work I do in Impression benefits from the presence of a background aerial image and MrSID is one of the most widely used and popular formats for aerial imagery.
It would be nice to see support come in the future..it would definitely speed up the process if image conversions weren't necessary.