Tyler Watts,
I have heard of this. One would have to assume if there were not external signs of a leak that the coolant was being burned in one of the cylinders. I think if the head gasket did leak, that when the rig was shut off and the cooling system remained pressurized that it would push coolant into the cylinder and it would become quite evident there was a problem
Another thought would be that the leak doesn't start until the rig is running down the road at operating temperature...then, the leak starts to dribble, but you can't see evidence of it because it is windblown away. Sometimes water pumps will leak only when running and under a slight pressure. Take a close look under the truck for signs of rusty coolant spray. The area under the fan pulley is a popular spot for the pump seal to leak.
Stuart