The problem here is that the data included in the release (answers to questions) can only be accessed by logged-in users, and the scraper they used utilizes a login, in which case the researchers blatantly violated the ToS and a DMCA takedown of the dataset was a valid response by OKC.
However, almost everything else in an OKC profile, including username, city, and sexual orientation, is public to logged out users by default. (see this analysis of mass-scraped OKC data: http://yakamo.org/?p=112). That makes things a grayer area than usual, and serves as a reminder that nothing online is private.