They do just leave it parked.

Exceptionally rich people who buy Lamborghini and other exotic cars usually have several or even dozens of them. For the most part, they just sit in the garage.

I'm not much of a car guy, why are oil changes on exotics so much more expensive than on your average car?

Exotics have large oil pans. Your typical Murcielago requires 11 liters of oil to change, and that's synthetic, not dinosaur oil. Add to that an oil filter that is shipped from Italy. You're also changing the transmission oil, which also must be synthetic. There may be some other maintenance that the dealer likes to perform (brake fluid? spark plugs?) at the same time as an oil change. Add dealer markup and insurance to all of this and you're easily over $500.

I'm guessing that they also get gouged for being rich enough to afford it.

for what it's worth, dealer servicing is now free for 3 or so years on BMW's... makes that pain ... much more bearable.