Fast Trader Pulled a Fast One on Some Customers

The basic way that regular people buy stock is like this:

This rubs some people the wrong way. Who asked for Citadel? Why is Citadel cutting in and insisting on selling you the stock, instead of leaving you alone and letting you trade on the stock exchange? Presumably Citadel has to get the stock from somewhere, in order to sell it to you, and since it's a profitable business, it's probably paying less for the stock than you are. So why can't you just get that deal? What value is Citadel adding? What's even more suspicious is that Citadel is probably paying your broker for the right to do this trade with you. Again: Citadel is profitable, so if it's paying your broker for the right to sell you stock, that probably means it's making a profit on selling you the stock.