Facebook, Discord, and Twitter may sell "your data", but when they do, it's likely by selling distillations of their internal databases. (Or, of course, through vulnerabilities like the one the Cambridge Analytica Facebook app used.)
Small-ball Web sites like KGO, on the other hand, just get proposals from data aggregators to plop a snippet of HTML/JS on their site, and they get money for it. There's no control on the number of quality of them.
Big sites can't do that because they'd risk introducing serious vulnerabilities that would compromise accounts. No one has a KGO "account" to compromise. And the amount of revenue they'd provide is likely peanuts to someone like Facebook.