What you describe as predatory trading is different from ubernostrum's scenario. In your predatory trading example, Little Billie trying to move a large block of shares, there are no existing orders in the book that match the entire block; so once the initial partial fill of Little Billie's order is done, he will have to change his offer for the rest of the block to move it. In this situation, yes, the predatory trader is communicating market information that might not otherwise get communicated.

In ubernostrum's example (which is also the one appearing in the OP to this thread), there are existing orders in the book that match the entire block. So the HFT in between adds nothing; the entire trade would have occurred at the original offer without him.