See this forum post:
https://community.adobe.com/t5/indesign/is-it-possible-to-package-an-indesign-document-that-has-linking-indesign-documents/m-p/11629673?page=1#M405575

When linking to another .indd file, and then creating a package, the package will include .psd, .jpg and .png files from the linked .indd file. However, it appears that .ai files are not recognized in the main file's link panel and are not packaged. The other non-.ai links to the sub-file's assets are included in the main file's links panel as well.