If your urine contains, say, extra vitamin
C, that vitamin
C was in your blood. If the vitamin
was in your blood, you absorbed it just fine. It is the absence of water-soluble vitamins in urine that indicates vitamin deficiency. If your body excretes vitamins in your urine, that is a sign that you are well-nourished and have nutrients to spare. That is good.
Here's another way to think of it: Standing at the base of the Hoover Dam looking up, you cannot tell how much water is behind it.