A little research on the interwebs will answer your question:
".. the oil is working just the way it's supposed to, dispersing the tiny particles that can result in engine sludge and holding them in suspension in the oil itself so that they can't build up. That's why the oil appears darker, but this in no way impedes the oil from performing its normal functions of lubricating and protecting the metal surfaces inside the engine."
I have run oil for 7,000 miles and had it analyzed, the oil was still working well within required ranges, it was "dirty" but not anywhere near recommended limits. The lab suggested I try going longer! I prefer to change every 5k, however, as it's easy to remember to do it at 20k, 25k, 30k, etc. (I have several vehicles and change the oil myself)..