Yes, they do. But not because they want want to know, they already do. They want to see if you will lie about it. I know the people that do hiring at every major airline and they all say the same thing. They can always tell exactly what company you used for prep. They can even on rare occasion know the exact employee of a company that did your prep. With the number of interviews they do it is not hard to pick up. SWA years ago for a short time was not hiring anyone that used ECIC. No explanation was given as to why, but it was short lived.

Best advise I was ever given when preparing for an interview was... Don't lie!