Where does burned oil go?

As the title suggest, its quite common that some cars tend to use a bit of oil, but where does the burned oil stick to? Gasoline burns easily and normal carbon deposits in the manifold and exhaust is 100% normal, but oil which needs a much higher temp to burn, does it not stick like shit against everything like your exhaust valves etc? Or does the combustion chamber get so hot that the oil vaporizes and does not cause significant sludge/build up?

It also feels like a bit of a catch 22, because some claim you have to give your car the italian tune up to get rid of carbon deposits, but at higher engine loads the engine tends to use more oil which in results causes more build up?

This theory keeps me wondering, would like to hear from the more experienced community.