Do the commercial databases that you use keep track of my searching? Do they keep track of which databases I'm using?
Although we pay for subscription access to journals, users still need to keep copyright law in mind when they use our online subscriptions. Our subscription databases do track activity in order to prevent uses that look like they might be infringing. For example, a few years ago, a student tried to download all of the articles from a particular issue of some journal. The vendor's software programming picked this up immediately and cut off the student's access to the database.
Vendors also collect baseline statistics on things like the numbers of searches and numbers of articles displayed and probably the search terms entered. These sorts of impersonal data help the vendor improve the product by seeing how and what is being used, etc. Each vendor would have their own procedures and software. However, in our contractual negotiations, the Libraries'--and any library--would require language guaranteeing the privacy of our users.