Since I work on machines and repair them, I actually know where most of them go.
Socks can and do get pumped out of the washer with the exhaust water. And they can also slip around the edge of the dryer drum, and drop inside the dryer outer shell.
The way to prevent them from being "stolen" by your washer or dryer, is to buy one of those net bags, and put all socks in them before you run the wash.
Some few will still be taken by Borrowers, especially if you are in Britain, and some will show up in another dimension, confusing that alternate reality, but MOST of them will stay visible at least.
Guess I was right when I said the washer sucks them up.... lol