Why would a retailer ask for it? I don't think I've been asked for my NI number (the UK equivalent) by anyone except people dealing with my tax (including banks) or by the government directly when registering for services.
Its I believe highly illegal when I worked for BT in the UK misuse of NI numbers was a very serious gross misconduct offence - we go read the riot act over this it was almost as bad as corruptly looking up data on individuals info - say the queens private number ;-)
