Why do merchants sometimes ask us for our ZIP code when we buy something? I recently visited the Mob Museum in Las Vegas, an interesting addition to Sin City’s attractions. I paid my admission with a credit card, prompting the museum ticket seller to ask me: “What’s your ZIP code?” When I paused for a moment, she added: “It’s for marketing purposes.” As much as I had heard good things about the museum, I was unlikely to return soon as I live far from Las Vegas, so I was not anxious to receive subsequent marketing. She said it was okay...