Yeowow,
With my vast experience and knowledge
regarding Harley Davidson (all 7700 miles of it), I think Twolane may have guessed correctly.
I'm on my 3rd oil change on my first Harley, which I bought new - 1st oil change at about 30 miles, next at 1000 miles, and next at 5000 miles. Using the flawless logic that more is always better, I filled the oil level to full each time, and noticed the oil level (on the cheapass digital temp/oil level gauge I bought from HD) seemed to drop pretty dramatically until it read "low" when cold. At that point, the oil loss would stop.
I initially thought it was burning oil, even though there was no discolored exhaust, and the oil pressure gauge always read in the normal range. But when I cleaned the air filter, there was a lot of oil in the filter and the base of the intake housing. The owner's manual explains the oil levels are read differently when the oil is hot vs when it's cold.
I know it's hard to do, but before you tangle with your dealer again, let the oil level on the dipstick drop, and see if the oil loss stops. Just make sure the oil pressure doesn't drop.
Also, check your air filter to see if there is any motor oil there or in the bottom of the intake tube of the Heavy Breather.
Don't know if this is your first Harley, but this newbie is finding that there's a steep learning curve with these bikes. Hope this helps!