There is a security merit to having entropy in user names, though as cpast's answer points out, it's usually not a primary reason.
Let's say that Bob has the username bobertack at forum.example.com and that an attacker knows his username and password. That's bad, but at least it's just one forum. However, the attacker could perform a password reuse attack, e.g. by trying the same password for bobertack on blog.example.net; if Bob is like many other people out there, there is a high chance that he uses the same password for both.
With a different username, Bob would have been less vulnerable to this kind of attack. It is for this reason that some people (myself included) consider their bank account user names to be essentially passwords in their own right.
An example of a password reuse attack:
The question itself supposes an almost reversed password reuse attack, in which a spammer could find connections between a person's accounts and use that to better target the person. Advertisers (both good and evil) do this every day; this is called targeted advertising and its ramifications are themselves quite interesting.
To learn more on how privacy is connected to security, watch Mikko Hypponen (Chief Research Officer at Sophos) give a presentation on privacy and security in which he notes that the world's top scientists are focusing their time on delivering targeted ads rather than solving the world's problems.