I actually think that vitamins are adjusted for that. They are dietary supplements, and aren't intended to provide all your vitamins. Most of them give you the minimum daily requirements, which isn't enough, and expect you to also get close to that many in your food.

They aren't all eliminated. There are some things you can overdo because they are fat soluble and are stored in your fat, and become available when you burn the fat. Maybe that's why alli depletes you vitamins, because you aren't storing them the way you used to. Or maybe it just combines with the ones that are in a fatty acid form. I think I read that somewhere.