That happens to my pretty new car as well.
If you run it regularly, but not long enough to get the oil hotter than the boiling point of water.
My wife drives around each day, but not more than 5 or 6 miles each way. That's enough to get the engine warm, and the coolant hot, but not the oil.
After a month or so of that (especially in the winter), I get a mayonnaise like goop on the oil cap, and milky oil.
I've verified MANY times that there's not a gasket leak (both by compression tests, and by chemical tests of the oil AND coolant).
I drive it to work, and give the engine a minimum of 30 minutes of drive time (more is better), and the oil cap is clean, and the oil looks nice again.
Its easily fixed, but certainly not a good thing. The water component reduces the lubricity of the oil, and increases the chances of corrosion. Its quite hard on an engine.