Well, it isn't actually burn in, since it will fade with time. What happens is that you get sort of a shadow image displayed. What happened with me is that I often use the TV to display song/artist/album art when listening to internet radio or music streamed via DLNA. So I saw a couple of dark shadowy areas in between the lines where the text was displayed. This was most noticeable while watching stuff like golf which had large evenly toned blue areas. So: it does happen, but it is not permanent, and receiver manufacturers really ought to have a screen saver mode for their information displays.
Theory is a great place, everything works in theory.
Receiver: Denon AVR X3000
Blu-Ray: Sony BDP-N460/LaserDisc: Panasonic AG-LD20
Satellite: Dish Hopper w/Sling
Speakers: SVS Prime Tower/SVS Prime Center/SVS Prime Surround/Velodyne HGS-15