They just did a favor for the airline by changing their arrangements. It sounds like OP/passengers had a specific reason to choose the connecting flight instead of the direct. (The reason doesn't really matter to the airline.)

If the airline changed the flight without telling them, they should at least get some type of "customer service" gesture. Maybe some extra miles, free drinks, snacks, upgrade, etc. However, if they agreed to the change, then they don't have much to say about it.