I'd really like to know the answer to this, too.
I only just discovered Dictation on Mavericks and really want to use it, so it's very annoying that Sublime - my main text/code editor - doesn't seem to support it properly. Spaces aren't created automatically after pauses or punctuation marks (and words following those have their first letter capitalised) and a number of commands does not work at all, like the no spaces on/off one, or new line or new paragraph.
With the latter two, I can actually see the cursor move for an instant, only to have it jump back again to where it was. Very curious.
I'd really appreciate it if someone shed light on this issue.