We all committed privacy suicide when we bought smartphones. The data that we thought should be out of government hands, we put into the hands of many businesses. I agree it seems unsettling, but why can’t the government purchase information on the open market?
> … why can’t the government purchase information on the open market?
The most obvious answer would be that they're spending our money in a way which is contrary to our interests. If it were their own funds, and they had no powers beyond those of any other private citizen or organization, that would be one thing. But they're supposed to be acting on our behalf, in our interests rather than their own, and to many people this does not qualify.
Personally I would focus less on the fact that they've obtained this information and more on (a) the fact that this information is available on the market and (b) how they (and others) intend to use it.