I find that it is not uncommon for me to run across a paper that is nominally a "review" article but yet contains data that have not been published anywhere else.
Have you ever seen such a thing? How common is it in your reading?
The next question is how you view the ethics of such a practice.
Well, the first issue is whether the data have been truly peer reviewed; because you may assume it is the intent of the authors that the data be cited. As if they were peer reviewed data like any other.
Personally I assume that articles tagged as Review in primary research journals undergo the same review process. This is no guarantee, however, that the stringency of review is similar. In some senses it pretty clearly is not. It is quite obvious when what is an orphan figure or study has been included in many cases- and yet the paper was published. So if the data would not have stood alone as a research article...in some senses it has passed a lower hurdle in the peer review process.
But just because a dataset or figure is not part of a body of work sufficient for publication, this does not mean that there is anything wrong with the data themselves! And after all, the certification of "peer review" is not that the data are earthshakingly cool enough to warrant publication in the most elite of journals. The certification of the peer review process is that there is nothing obviously wrong with the data as such and nothing wildly off-base about the interpretations and conclusions advanced.
So I think it is perfectly fine to sneer about how data snuck into a "review" article wouldn't have passed muster for a stand-alone article. But it is improper to assert that the data have not been peer reviewed if published in a journal which submits the articles tagged as Review to the same formal peer review process as it does for primary research articles.