I'm not an expert so this is kinda how I understand things. A laser printer uses + / - voltage to get the toner from the cartridge to a cylindrical drum which in turn "fixes" the toner onto a piece of paper. I think these articles may explain it better than I can.
How Does a Laser Printer Work? | eHow.com How a Laser Printer Works
And with a MFP you've got the added components of scanner, fax, etc that also need to be prepped prior to actually doing any work. I suppose in the cleaning process (when residual toner is removed from the drum) there might be a slight loss but really too small to be measured.