I think it's routine to include a link to an image in every email. When the URL is loaded, they know you've opened it.
But this isn't reliable. People who block images don't record that they opened it. It's entirely possible that this accounts for "No one is opening those" privacy policy emails.
I think I saw statistics somewhere that most people read their mail via the web interface of their email provider, not via a client, and I don't know whether web clients block remote content loading.
Hmm, the only way they would know this is if they are tracking folks when they open the email, right?