As a consumer, I am curious about this also and it always irritates me, particularly in light of our concern with privacy issues, database hacking and identity theft. To me, giving a business my money should be gratifying enough.
I wish businesses would address this every time they ask a client/customer for that information. For example, saying “Could I have your zip code please? We need it to confirm your card transaction” or “Could I have your zip code please? We use this information for determining where we open additional stores.” would at least help justify why they are getting that information from me. As I am never given this explanation when they request my zip code or phone number, I usually decline to provide it.