Obviously they have some way to know that they are broadcasting to an
individual receiver, else (a) they couldn't sell and send signal to specific
devices who pay and not to others and (b) they can deliver specific programming
(Playboy channel, Opie and Anthony) to specifc receivers.

No, they don't. The system works the same way as an addressable cable box.
Digital data streams are sent to the receiver to unlock certain channels. The
only way they could know what station the radio is actually receiving at any
given moment would be for every receiver to also be a transmitter...and thus,
in the case of satellite radio, every receiver would also need a dish which
would automatically lock in on the nearest satellite.

But - suppose I listen to 'non-premium' channels - for instance, I listen to
15 (folk music) on weekends and 7 (70s music) during the week, and 132 (C-Span)
during rush hour. Can XM track that information to a per-subscriber level?

No. Their business model doesn't require that sort of information, and as
explained above it's impossible to obtain anyhow.

(The reason I ask - I like 15-Folk and I hope that enough people listen to it
to keep it on the air.)

You have to let them know that by other means...most likely either request
lines, e-mail or snail-mail.