Today I learned that QubesOS, at least as of version 4.1.2 does not support burning CDs, DVDs or Blu-Ray discs via internal SATA drives - at least on the primary controller. According to the official documentation:

Passthrough reading and recording (a.k.a., “burning”) are not supported by Qubes OS. This is not a limitation of Xen, which provides scsiback and scsifront drivers, but of Qubes OS. It will be fixed in the future.

It is necessary to either attach a secondary SATA controller, a USB burner or to burn via dom0 - which of course is strongly recommended against.