enigma1 - 10:17 am on Feb 20, 2012 (gmt 0)
To answer your question, you keep them separate for good reasons.
1. To minimize security risks
If either the shop, blog, forum etc, whatever you have mixed is compromised expect every other application to be compromised. Typically the shop is the high value asset. You don't want it to be hacked because of some security hole in a blog application.
2. To give a clear signal to the spiders what the site is all about.
Is it about news, technical journals, blog, online shopping, forum etc. Do not expect spiders to put you in the same position for searched queries as other shops if they think your domain is an articles repository or in general if they cannot determine the site type. Not exposing a clear site type will generate a high bounce rate. SERPs may list your site for irrelevant keyword searches and visitors is unlikely to find what they searched for.
3. To increase CTR and site focus.
When people search for something they expect the site to be dedicated to what they search for. It's like you have toothache and need to see a doctor you also know it will be much faster to visit a dentist than go to a GP who eventually will refer you to a dentist. Similarly if someone searches for blue widgets on sale, he expects to find discounted blue widgets to buy not articles about blue widgets. So if you have references to the blue widgets on sale inside the articles even if the SERPs brings up your site because your meta-tags say heavily refer to it, expect the visitor to leave pretty fast. He doesn't find what he searches for, he expects either an exact product match or a list of relevant products to see, not some article. The product, category, manufacturer pages should display relevant navigation about what the customer sees. So if he's browsing the blue-widgets category he doesn't care about blue-accessories you may also sell. He would prefer to see more blue-widgets, or blue-widgets with free shipping or a complete listing of all blue-widgets you carry sorted by his preference.
4. To simplify management.
As time passes you integrate new features modify the database you create new folders and so forth. Having everything under the same domain/root makes code management very hard, easy to make mistakes.
How you will setup the layout of each site is a different matter. There is no technical restriction to what links you will expose or generate and if you need on a product info page to cross-reference with a link to an extensive article about it on a sub-domain, or even better pull-in the content without redirecting the user if he demands to see it (js popup etc) since you control everything. And you will not lose authority by using sub-domains. I believe is quite the opposite.
Finally you need to figure out if the high traffic you see from the information section, has any potential. You should be getting other signals. E-mails, comments, do you receive any valuable emails or do you see any useful comments posted about these articles? Do you see other sites linking to these pages creating some organic traffic? If you have adsense any conversions there? In terms of bounce rates, the GA also shows what pages have high bounce rate. And keep in mind someone who scans pages to spam or scrap also generates traffic.