It looks as if the OpenLDAP Admin user is defined outside of the LDAP database.
Here
is a thread discussing the matter,
and section 5.2.5.4. olcRootDN: <DN>
of Configuring slapd
also seems relevant.
What I find especially confusing is that OpenLDAP puts the admin user in the domain of the user directory
(e.g. cn=admin,dc=example,dc=com
), so you expect it to come back in queries to the domain.