Are you sure they are exempt? I was always under the impression that their practice is pretty obviously illegal. I just did a quick google search and didn't find anything about exemption. So they are as exempt from the GDPR as much as Al Capone was exempt from taxes ;)

What they seem to be exempt from is getting consent if they require the data for journalistic purposes.

IANAL, but I think they are simply not following the law and waiting for a definitive decision by a court.

ed: So I kept reading and from my understanding it's TBD whether the practice is lawful. The European Data Protection Board has issued an opinion against it a year ago.