The oil life monitoring system needs to be reset when the oil is changed. If the oil change light is not illuminated when the vehicle is brought in for service, the technician performing the oil change may not be able to reset the light or confirm that the light has been reset even though the reset procedure has been performed.
As far as the burning oil smell, it could be residual oil burning off from when the oil filter was removed. It would be worth having a repair shop take a look and make sure it is just residual oil and no leaks are present.
〉 Answered on Jan 11th, 2016 by Helaine Kurot, Owner/Technician at 360 Automotive