The normal business model for free to play games is that a small number of people pay a lot of money for cosmetics or convenience, this finances the game and is how the company makes its money. The free players then provide value by being there making the game feel alive and being someone, the spenders can show off their cool items to.
That is how monetization for free to play games have worked for a very long time now. Changing that without letting people know up front is absolutely a betrayal of trust.
> They charge for gems and this model is well understood to make a fortune without selling user data at all
I don't understand what this has to do with the topic at hand. Are you suggesting that people can't conceive of the sale of their data because they can conceive of whales amortizing the cost of their video games? That seems contradictory in your estimation of people's ability to grasp the world.
"How did you imagine they were making money without pimping your data?"
I imagined they were making money in the big obvious way they make money!
I can conceive of them selling user data, but it's not their core business model, and they would operate basically the same if they couldn't sell user data. It was never some obvious thing that they would do this.