Should they distribute the data files according to the open source standards? Maybe. "Open" does not mean "open source", though; "open data" does not necessarily allow unlimited access and use of such data available, it's usually behind some kind of ToS document nobody reads and an API key. Applying open source expectations to anything with open in the name will often leave you disappointed outside the FOSS world.
Does not openly distributing their data files make their code any less open source? I don't think so. The code is open and licensed with a FOSS license. They spend time and money on creating a model and give the world the ability to replicate their model if it can collect the necessary funds. There are plenty of other open source projects that require vast arrays of server racks and compute power to be useful, that doesn't change anything about the openness of the code.
Does not openly distributing their data files make their code any less open source? I don't think so. The code is open and licensed with a FOSS license. They spend time and money on creating a model and give the world the ability to replicate their model if it can collect the necessary funds. There are plenty of other open source projects that require vast arrays of server racks and compute power to be useful, that doesn't change anything about the openness of the code.