If the OP does not include his or her MP# on the ticket (calling in to add it to the booked ticket, for example), the most likely risk is just the cancellation of the ticket. It would be the seller's MP account which would be at risk of closure.

I still do not believe it is worth the risk; even if they don't have anything to trace back to the OP's account, there is the very real risk of the ticket being flagged, cancelled, and the OP stranded and forced to buy a possibly-very-expensive ticket.