They appear on your "Manage Domains" page, not on your "Registrations" page.
"Manage Domains" actually refers to a directory on the web server. The files still exist. That way, if you let the domain expire accidentally, once you renew, the files are still there—you don't need to create everything from scratch. Even if you let the domain expire, those files are still there and you can access that data later if you need to.
Those files are taking up your server space, by the way, so if you don't need them, you might want to get rid of them.
Note: This is how DreamHost, and most other web hosting providers I work with, do it. Some—WebFaction is an example—do it quite differently, but the effect is the same.