Like Chosker said, a lot of people have run into this problem and nobody seems to know why this is happening. I did some research and some experimentation and found out what's going on. The problem is, the UnrealFrontend won't list a dll file (or an exe file for that matter) in the Binaries\InstallData\GameManifest.xml if it isn't digitally signed. If the file isn't listed in that manifest, it won't get packaged.
So, what you need to do is add a line to the Binaries\UnSetup.Manifests.xml file in the GameFilesToInclude tag that looks like this:
This will tell the FrontEnd to add the file names of all the dll files that it finds in the UserCode folder to the GameManifest.xml file (as long as they're signed). Next you actually have to digitally sign the dlls using a certificate you purchase from a valid Certification Authority (such as DigiCert or GoDaddy), but unfortunately, they aren't cheap. Once you have the certificate, you can sign your dlls using Microsoft's SignTool. Once that's all done, you just run the FrontEnd like normal and the dlls should get included in the installer.