I send mine in and I want to believe that it is all for marketing purposes. I would think that the BATFE or some other government agency could not look at their sales records without a subpoena or warrant.
I sent in one of my S&W semi-auto pistols in for some trigger work (yes, it was an SW9VE if you must know!) and they never asked for a receipt or any other proof of purchase. I also had an issue with a Ruger revolver. The tip of the base pin broke (the pin that holds the cylinder in the frame) and when I called their repair center, all they wanted to know was my name and address so they would know where to send the replacement! So in my experience, it seems like they don't need to know anything about when and where the gun was purchased in order to honor their service policy.
That being said, every Ruger and S&W gun that I have bought recently has come with a spent shell in a little manilla envelope. In some jurisdictions, this shell must be sent to the local law enforcement agency and kept on file. Believe me, that is NOT for marketing purposes!