I often wonder the same thing. One thought: you can ask for the empty bottle(s) back.
At my last dealer visit...I saw the empty 4L jugs for myself. Unless you have a shady mechanic and/or backyard garage, most reputable large scale dealerships are required to have the parts department bill the service department for "parts" (and oil is a part with it's own part #) so everything is accountable. But, you never know...
I had an incident where I requested the "BMW synthetic" (5-30), but when I saw the bill it said 15-40 (Conventional). When confronting the dealer, the mechanic swears he pulled the bottles from the box of "synthetic oil" as my service invoice said: "customer requests synthetic" and the parts guy remember dispensing the box of synthetic so I got "a break" because I didn't get charged for the synthetic. Took their word for it...