"So the takeaway from this is that taking data unlawfully is OK, as long as the one you took it from can't explicitly, and on an individual basis, point to the damage this caused?"
No, that's the exact opposite of the situation here. The UKSC just said that there is no doubt individual cases can be pursued.
This story is about a failure to wrap all the individual cases up into a class action by twisting some legal principles. It is clearly not possible to have a class action when the members of the proposed class have suffered very different amounts of damage.