Other than bits already mentioned by others, the data they gather from your card payments is not theirs to sell. Yes, they can connect your card to receipts and know what you buy, when, where etc - but officially, they're not meant to keep/process/sell that data.

If you get a "Tesco Clubcard" or whatever, you formally agree to any and all data gathering, and Tesco own that data and can do what they want with it.