Yes, They Do!
I spent miles with SAS, LH and AF - they will all stick you in the worst seat in the house. Tried to overcome that sad fact on my last bonus miles travel, when I took my daughter CPH-BRU-CPH. On the outbound leg we were seated in the very last row of a MD80 - where the window is covered by a roaring JT8D. Not much to look at for a little girl. So on the return leg I checked in on the internet and got us a couple of nice seats. However, when we got to the gate we were called by the agent and told that, for whatever reason, we had been moved to - you guessed it - the last row! I flatly refused to accept the new boarding passes, asked why we, with boarding numbers 3 and 4, should be moved? We were in the left hand side, on a 2 seater row, being moved further down the left side. No way Jose! By all means, move around the entire aircraft if you need to, but you will not stick us back there again Lady - were pretty much the words coming out of mouth, as politely as I could manage to be.
Eventually we did get a new set of boarding passes; seats 1A+C courtesy of the SAS Cabin Chief. FYI, SAS hosties assists with the check-in in out-stations, and it was a SAS hostie that sorted us out, as the lady from the handling agent wouldn't know her a. from her elbow.
So, yes, they will ALWAYS stick you in the worst seat possible. The trick to dealing with it is to check-in on the internet where you can select your own seat, and don't accept a worse seat when gate staff tries to screw you up.