You're probably just driving it "too easy." A few things can happen, like harmless carbon buildup that comes out under heavy load (do a google search for "italian tune-up"). There's also catalyst poisoning from sulfur and other compounds in gasoline. This decreases the effectiveness of the catalyst which can lead to both a burning and a rotten egg smell. High engine load can burn up and expel those compounds and restore its effectiveness.
I've always found that my vehicles run better when the engine is ran out on the regular. It's what on-ramps are for
Regardless, the engine is almost definitely fine.
