Earlier quoted context omitted.
There's nothing scammy about inverted venues. Those who choose to trade there do so knowing they will get hit first. Buy siders who don't want their brokers to leak information when sweeping should get better brokers. These are professionals we're talking about here. They should have the wherewithal to understand the market they are participating in.
So then, it is basically a bait trap to exploit those without the wherewithal. That's a quite different proposition than the standard claim that HFT benefits everybody (even the mediocre participants) by lowering spreads and making the market more "efficient." "Scammy" might be a loaded word. In any case, I'd like to hear a sensible purpose to the inverted fee structure.
Takers who get paid at inverted venues understand and are compensated by rebate for the information they provide to the market. Their net price is less than what they would pay elsewhere and the cost of doing so is less access to liquidity (inverted venues typically show a lot less size) and potentially more information leakage (although, it is time dependent).
Bear in mind that if you look at the markets near transition, there is often times no posted orders on the weak side of the NBBO. Makers typically don't like to stand in front of the truck as its rolling towards them. The argument that inverted venues leak as buy side sweeps is fairly weak given this reality.