You might want to look at your National rental receipt. At National it is possible to book a rental from an airline link and still not get airline miles.
If you your receipt doesn't show a FF surcharge then you won't get miles until you call, as your frequent flyer number was not entered. Strange that the National site doesn't prompt you for a frequent flyer number when you link from an airline site.
To their credit, I 've not had a problem getting the miles manually added after the fact.