RichardMEL, two good theories, but no.
I've never flown LH and I've never flown on an LH-coded ticket on another airline. It's possible that I've been on a UA flight that was also an LH codeshare, but I would not have been coded as an LH passenger. I've never flown to Germany on UA or any other airline. (I've entered or exited Germany by train, car, and foot, but not plane.) It's been 14 years since I've flown internationally on any airline other than UA so the only place I can think of that LH would have got my address (which is my Mileage Plus address where I've lived for 5 years only) is from United Airlines, particularly since the letter identified me as a Mileage Plus member.