I don't think this is true. They are trading on the same market as everybody else. People used to make money buying in market A and selling in market B. Now HFT has mostly taken over that role, for instance.

They aren't though that's kind of the thing. HFT Market Makers (i.e. the big HFT firms) aren't just trading in the same market. They are the market. They coordinate the trades and effectively instantly sink every buy and sell into themselves and handle the matching of those spreads.

The market makers are competing against each other to offer access to the market to you.