we've purchased at least 40-50 lego sets in the past three years and there has never been a piece truly missing. This includes several really big sets like the Harry Potter Castle (~6000 pieces), Big Ben (~4000 pieces, though this is not as recent of a kit), the saturn V rocket (1969 pieces), two different space shuttles, and many many of the more consumer-level kits, many of them very recent, with no end of spiderman (at least 8 spiderman-related kits), star wars (at least 10-12 star wars related kits), super mario world kits, lego motorized trains, at least three separate commerical jetliner-related kits, two or three helicopteres, frozen/little mermaid/moana etc, minions, etc. our house is totally taken over by many thousands of dollars in legos all over the place.
through all of this, there has never been one single piece missing, ever. which is kind of mind blowing.
What usually happens when a piece is "missing" is, we used the piece incorrectly in another spot - this takes some detective work some kind, but it always turns up, there's the piece! none ever missing, ever.
once the things are built and our 7 year old takes complete charge of them, then we lose pieces like crazy.