I think they probably know whom bought it. 
The telling piece for me is the bonus items, sometimes you get an email or a site mail that says... go to this link... for the bonus item download.
If they didn't know your contact info, how could they send you the extras?  

Maybe there's something set up where they know someone bought it, but not the persons Identity?  Probably not, I do remember buyng stuff, and a merchant addressing me by my name (which was fine by me)

Hi, my namez: "NO, Bad Kitteh, NO!"  Whaz yurs?
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