Subject - Verb agreement

'Data' is plural (unless the android from Star Trek !)
'Datum' is singular.

'Data is.....' is a common technical error like 'the phenomena is...'
Both are often overlooked in speech, but are less acceptable in writing.

Ir sounds odd to say The data are interesting even though as you say technically it is correct.

It sounds odd because of your conditioning. The definition of 'grammar' has shifted from being a prescriptive rule system, to a description of acceptability in a particular dialect. However, the significance of words of Latin origin like 'data' is that they tend towards the first definition rather than the second because of the formal rule structure of Latin.
Similar arguments operate with pronunciation of words like 'hotel' as 'otel' due to its French origin.