tl;dr 

It may be not OK to import data from Wikidata despite that this
database is CC0 (adding wikipedia/wikidata tags is still OK, but this
connection is mostly useless for adding data into OSM).

It may be necessary to revert some imports of data from Wikidata

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Note: it is likely that some of what I write below is misunderstanding,
I am not a lawyer. I would be happy to discover that I am wrong and
that Wikidata is usable for us.

In UK and EU putting effort into compiling a database grants a property
right called sui generis database right (very similar to copyright).

There is no protection like that in USA. A database may be protected by
copyright when the selection or arrangement is original and creative.

"One classic example of a database that is not protected by copyright
is a telephone directory. Arranging names, addresses, and telephone
numbers of subscribers in alphabetical order is not creative enough to
meet even the low threshold required for copyright protection. This is
true no matter how much work went into the creation of the telephone
directory, or any other database. Copyright law protects the creative
expression in a work, not the labor that went into its creation (or the
author’s "sweat of the brow" as it’s often referred to in the law)."

https://meta.wikimedia.org/wiki/Wikilegal/Database_Rights
https://en.wikipedia.org/wiki/Sui_generis_database_right

----

So, it may be legal in USA to take database from EU and/or UK protected
by sui generis database, merge it with other databases and publish it
as CC0 database.

In addition, Wikidata seems to rely heavily on assumption that
individual facts are not protected by copyright so it is OK to copy
individual facts to build a database ("non-copyrightable facts").

As I understand doing this is legal in USA the resulting CC0
work would not be free to use in EU and/or UK due to sui generis
database right.

----

AFAIK Wikidata is one of examples where this happens and unfortunately
it is not OK to import data from this source - it is necessary to check
that used data does not include data from sources protected by EU
and/or UK property law (and there is no easy way to do that what makes
Wikidata mostly useless for importing data)

----

It also seems that unlike Wikimedia Commons that handles copyright
issues very well there is no documentation explaining how Wikidata data
may be used

Wikimedia Commons

good explanation of copyright issues:

https://commons.wikimedia.org/wiki/Commons:Reusing_content_outside_Wikimedia
https://commons.wikimedia.org/wiki/Commons:Copyright_rules

Wikidata

no explanation of copyright issues that I was able to find (either I
missed something of Wikidata community is not concerned about
copyright and other property laws):

https://www.wikidata.org/wiki/Wikidata:Copyright
https://www.wikidata.org/w/index.php?title=Wikidata:Project_chat&oldid=576665752#Wikidata:Copyright_rules_.28AKA_-_is_Wikidata_CC0_in_Europe.3F.29

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