Oil filler neck?

If there's no other symptoms, it's because the filler is near something that splashes or sprays oil to lubricate some parts while the engine is running. They all do that, but whether or not any of that oil sprays out depends on the design of the engine and the location of the filler opening. Most domestic engines have baffles in the valve cover to block that oil.

Removing the oil cap with the engine running is not a normal procedure, so there's no need to design in a means of blocking that spraying oil. However, it is an all-too-common reason for engine damage when someone forgets to put the cap back on after an oil change. If the smoking or dripping isn't noticed in time, engine damage will likely result before the "Oil" warning light turns on. I saw that happen on two Toyotas years ago that came in with missing oil caps.