My understanding is that System.map is used for the running kernel and has nothing to do with booting. This web page
discusses System.map and some of its uses.
I was going to check to see what Damn Small Linux did, but I would have to shut some things down (that I don' want to do right now) to check that out. But I did look at the initrd they use. It contains a /boot symlink that points to their main filesystem (/KNOPPIX/boot) on the CD. I imagine that directory contains System.map. (Remember that they continue to use this ramdisk on the running system.)
Hope this helps.