When Bingbar is installed it has a search bar. That search bar should be the focus of the data collection, but it is not. Instead, Bing just monitors all browsing history, collects URLs and sends them back to MSN. We never used the search bar to search for our own website.
Also, we checked with Microsoft and we are not signed up for the "Bing Bar experience program".
Thanks for all your replies and to Jonesy for actually finding out what the problem was.