I would have thought that a businesses name and address was public knowledge and in the public domain.
I'd email them, telling them they have a free listing and tell them about premium, paid-for, listings you are offering.
I would guess that one in a million will ask you to remove their listing, and in that case you just remove them.
I think this is the right balance. I doubt anyne negative will occur if you just add them, but informing them may benefit you if it provides for future additional revenue streams (limited premium listings etc).
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