Oil pumps are not submerged in oil ... but the pick-up tube that feeds the pump is. When the sump is drained, the oil in the pick-up tube up to the pump itself will most likely also drain out. In most cases, I don't think the oil that is inside the pump drains out, because the fit of the rotor tips to the pump housing is usually pretty tight and will retain the oil that's captured inside the pump. It's possible if a pump was worn or the clearances were loose that it could drain out and lose its prime. In all the vehicles I've change oil on, I've never seen any indication that the pump lost its prime, and oil pressure builds up pretty quickly for a sump dump.