few reasons, Turbo seals normally have pressure either side of them, ie the core where oil runs through is not pressurised, but when the turbo is on boost, obviously the compressor has say 25psi and the turbine has a similar amount in it, meaning that there is no chance of oil getting out as there is a positive pressure holding it in, when you come off the throttle you create a vaccum, so if the seals are a bit worn you get oil drawn through and then it burns.

Same with valve guide seals etc...