Businesses collect all sorts of information for all sorts of reasons. There is a data base the insurance industry uses to track claims and such, and they have access to motor vehicle records. So your experience isn't surprising. By volunteering your identifying info, you've given them permission to pull your records.

If you really want to get nervous, sign up for a Fedex online id. I guess they want to make sure that you aren't some felon redirecting someone's packages to a warehouse. They seem to know things that only a credit bureau would know, although they don't pull your credit report. Things like former addresses, mortgage payment, employers, etc.

This is different from the web beacon and script tracking that's all over the internet. It's not necessarily a technology issue at all. These companies have legitimate access to some sort of industrial data source and they are using it either without your permission, or without you realizing you've given permission.