Dyno lab mech engineer here. We run a lot of oil consumption tests.
All engines burn some oil. No set of piston rings is able to scrape 100% of the oil of the cylinder walls on the downstroke. You wouldn't really want that, anyway. Then how would the rings be well lubricated for the return upstroke? Oil consumption is a known engine design consideration. Most OEs target around 10,000 miles per quart nowadays.
So why don't you notice that on the dipstick? Well, either you're not paying real close attention, most likely, and it's still in the "normal range" on the stick. No problem. More likely, some of the oil that has been burned away has been replaced in volume with combustion byproducts (soot and un-burned or partially burned hydrocarbons), and especially in direct-injected turbocharged engines, raw gasoline. It sneaks past the rings down into the crankcase from cylinder pressure, or gets scraped down if left on the cylinder walls during the power stroke. We call this "fuel dilution", and it can get as high as ~10%. Meaning, 10% of the oil you drain out during a change is actually mixed-in gasoline. Diesel engines do this also.
All engines burn oil. They have to. If you don't notice it, or it seems like zero consumption, great!