US entities sell data left and right, legally. Freakin DMV is selling personal data[0]. Internet providers are selling browsing data[1]. Absolutely nothing illegal about the Twitter request.

[0] https://www.caranddriver.com/features/a32035408/dmv-selling-...

[1] https://techcrunch.com/2019/01/09/us-cell-carriers-still-sel...

No, sadly this is legal and most apps are doing it. Heck, the cellular carriers are directly selling your location regardless of what apps you use.