Absolutely, the airlines DO capture data from other carriers. They buy it from American Express, Diners, and all the credit card data centers. (By the way - the credit card companies make millions selling that data.) They use the data for marketing purposes, as well as COC compliance issues.
While trying to "negotiate" with UA after being discovered, they informed me that they buy and compare data several times a year. The bottom line is if you did not actually "stay over a Saturday night" then you are in violation, and they CAN find out. (Doesn't matter if you flew home on a different carrier or not).
I think it would be significantly harder for the airlines to discover what you're doing if you use unrelated carriers, but they assured me that it CAN be done, and IS regularly done. The guy I dealt with at UA (who was very friendly thru the whole thing) said that whenever they "sweep the net through water" they always catch a few.