I work in I/T consulting, and often am subjected to numerous presentations of my companies offerings, including things like CRM and data mining. ALWAYS mentioned is the fact that airline FF databases are some of the most mined data sources. They've been around collecting customer data for decades now, and the airlines have had LOTS of opportunity to evaluate bit of data gleaned from flight habits. Not to mention that client satisfaction is a huge strategic interest for the airlines...you better believe they track complaints. Companies much less sophisticated than them do.
Now that FF points can be earned through a number of consumer activities, be positive the data is being put to use. I'm not sure that I'd go so far as to say that other consumer activities are involved with FF systems because of the consumer information collected, but I'm sure it was high on the (private) selling points when establishing FF relationships.