Co-author submitted new data post-review without my (first author) consent
Dogmatically speaking, your co-authors clearly acted unethically. You claim to have made clear that you oppose including this data, and they did anyway. Independently of whether it is ok to add more data at the proof stage, all co-authors need to sign off on a paper or changes that are being made, and you did not.

That being said, there is always a pragmatic angle to these arguments. As much as we would like otherwise, miscommunications and differences of opinion happen in collaborations, so there will often be aspects that one or more of the co-authors are not fully on board with (and papers get published anyway). As such, you need to decide for yourself how important this issue is to you:


Is this issue important enough to you to go into a, potentially lengthy, argument with your co-authors and the journal editor (who may not be thrilled to be sucked into what is effectively an internal quarrel between you and your collaborators)?
Is this issue important enough to permanently sour the relationship with your co-authors?
Is this issue important enough to just not have the paper published?


Only you know the answer to this questions, but if the root of the problem really is that your co-authors wish to include data that "does not contribute to the story of the paper" then the answer may easily be "no" if you think about it calmly.