Yes, Sass provides a setting that prints the source line numbers with the compiled CSS for development. I think this is on by default, but you can turn it on in the config file with:

  Sass::Plugin.options[:line_comments] = true
  # or with compass:
  sass_options = {:line_comments => true}

Sass compiles code like this:

  /* line 138, sass/screen.sass */
  #navigation a:hover {...}

I guess it can be a problem sometimes, but I don't usually have issues with it and find that the organizational benefits outweigh the drawbacks by a long shot.