Funny this just came up, I had a Rapid Rewards number for years.
When I booked flights, for either me or DH, our Rapid Rewards number would show on the reservations. I did not enter them, they would just come up. So I assumed I was getting credits all along.
Yesterday I needed to change a flight, and I was poking around on the website. I had to set up a password, and did so, then I looked at my account. I thought, how many credits do I have by now? I had never looked before. Well, DUH, it seems you only get credit for flights booked after you log in. I thought I WAS getting credit because the number would show up.
Completely my fault, but I have booked dozens of flights over the last 3-4 years on SW. Oh, well.