The idea is that HFTs provide value by tightening spreads.
The slower a market maker is, the more risk they take on when they quote, because they are more likely to be caught by market moves - less likely to cancel their quote when the market starts moving, less likely to be able to hedge if they get filled at the start of a move. To make up for that risk, they have to earn more per trade. The only way to do that is to quote a wider spread [1]. That means that real money participants end up paying more when they cross that spread.
The value captured by HFTs has not come from real money participants, but from other, slower, market makers, and they have shared that value with real money participants.
[1] Or to demand a bigger stipend, or steeper maker-taker pricing, from the exchange, either of which means bigger fees for other participants.
