They don't though. They're giving the data to the original client, not to the third party one. They're free to choose who they're giving the data to and you accept those conditions by using their product.
They gave you the data conditioned on an agreement not to use unauthorized clients, the same way any number of real-world businesses "give" you things subject to conditions, like the waffle maker in the hotel lobby which requires you to stay there overnight to use it.
What if your neighbor lends you a book, subject to the condition that you only read it to your sons, not your daughters? Are you stealing if you read it to your daughters anyway?