Once you complete a set, you can craft a badge that is worth 100 XP. You'll also get an emoticon and profile background for the game badge you crafted, but you'll lose those cards in exchange. Badges can be "leveled up" for another 100 XP, emoticon, and background by completing the set again.
I don't think the F2P stuff is that gross. The people who play them a lot and put money into them get something in return, and if you absolutely must have the cards for F2P games, you can trade for them or buy them from the marketplace for a lot less than $10 for a set.