I thinks your case is clear, and it is legal. What about if a researcher in a university or offers us the date he collects from his institution laboratory? Does it not violate ethics in writing scientific papers?
I am a little surprised by this question.... In my field if someone offered me data that wasn't mine, I simply would not use it in the first place & I certainly wouldn't buy someone's data for a paper that I was authoring.... Just unethical!
Yes, it is a real case. Just two weeks ago, someone offered me such a data. But I have not buy it, since I think it was unethical. That's why I opened a discussion to make us sure what should we do.
So, in your field, psychology, it is unethical to buy data to write a paper....