As MBDoc said, oil that apparently "disappears" is burnt and sent out the tailpipe. A rate of one quart in 1,500 miles will not be visible as smoke. I originally thought that you meant serious oil consumption. 1,500 miles per quart is not really that bad. I have bought a few cars brand new that used more than that from the start and never got better. They ran fine and lasted as long as the next car.
When your consumption gets considerably worse, say 400 or 500 miles per quart, then you can start seeing smoke and oil fouled spark plugs.
And yes, one of those cars with high oil consumption from the get-go was a Benz. It used a quart every 1,100 miles. M-B did not consider that excessive, and would not do anything about it.
I know it's a nuisance, but my opinion is, if everything else about the car suits you, just get in the habit of keeping oil in it, still change it often, and enjoy the car.
'84 Euro 240D, 516K miles
'88 300E 5 Speed
Over 800,000 miles in