I would hope that only an authorised employee of the TOC I booked with has access to my address etc?
Well any ticket office staff (from a station that does ToD) could (assuming the system works the same way as it does here) type in any ToD reference and find the name, address, telephone number that was used to book it (as well as what trains they selected, if any, during the booking process). I do not know how long the data is retained on the system for, but it is there. Useful when people have left tickets behind in machines etc, but could be misused (if they somehow found out the ToD reference from someone and then misused their personal information). But bearing in mind the responsibilities of ticket office staff, if they were to misuse the data that would be a very big mistake and a big breach of the trustworthiness you must have to be a ticket office clerk, due to the systems, money, machines etc involved. So the chance is very slim.
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That would be written to a CRM system?
Remember only the last 4 digits of the card number, and possibly the expiry date and card type, are written.
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Yet another question: why are return tickets not issued as one piece of card?
The old railway used to add the words "And Back" on the single and saved everybody a lot of fuss.
Multiple-journey Seasons and Rovers/Rangers all work on one piece of card. Why not returns?
As you've said yourself, multiple journey seasons are valid for unlimited journeys. Rovers are valid for unlimited journeys. For a ticket valid for one journey there, and one journey back, it is a lot easier to take away the outward ticket at the end of that journey, and take away the return at the end of that journey, otherwise you could potentially go up and down each day, or hand it to someone else when you get back to your home station etc...