The headline is misleading. The article isn't about Cambridge Analytica:

"Because of an editing error, an earlier version of a headline with this article misidentified the entity that improperly harvested the personal information of up to 87 million Facebook users. The information was collected though a quiz app developed by the researcher Aleskandr Kogan, not by the consulting firm Cambridge Analytica."

"It is not clear whether the direct messages were among the data eventually provided to Cambridge Analytica. In an interview on Tuesday, Mr. Kogan told The Times that the private messages were harvested from a limited number of people, likely “a couple thousand,” as part of a separate academic research project and never provided to Cambridge Analytica."