Yeah, it's a terrible puzzle. That must be an awkward situation, opening a present like that, knowing someone spent a couple hundred dollars on something so silly and then having to thank them.
However, the whole part of this post about extortion is kind of silly. How many of these have been sold? A thousand or so? Yeah, that must be a very valuable database of information they're keeping. Any company looking to target a rich demographic could advertise at a country club. Why cook up a hairbrained scheme surrounding a puzzle?
I doubt their business model is based on selling personal information. If I had to guess, I'd say it's based on huge profit margins from selling a silly aluminum sphere.