What happens if they suddenly decide to monetize their work even more and create some sort of subscription service where they only agree to include transactions that subscribers have broadcasted through the pool’s platform? Is this even possible?
It's certainly possible - miners are free to include or exclude any transactions they wish.
However, you shouldn't think of mining pools as a single entity. Large mining pools are a collection of miners belonging to hundreds or even thousands of different entities, who pool their resources in the same pool in order to smooth out their incomes. If a pool operator announced they were going to start selectively censoring some transactions, then many of the miners on that pool would simply switch to a different pool.
Further to this, let's say a pool did start only accepting transactions which were broadcasted through their own platform or paid a private fee. They would be missing out on the fees from the vast majority of transaction in the mempool, and so anyone mining on that pool would receive less income. There would be no incentive for miners to stay on that pool when they could switch to another pool and receive more income instead.
Third and last question… it it possible to mine a block without including any transaction?
A block must contain a coinbase transaction, but beyond that it can be empty.
Yes it is possible, but the miner will only get the reward for block creation which is very minimal.
This is wrong. The block subsidy is currently 6.25 BTC, with the average fees being collecting from a block somewhere between 0.1 - 0.5 BTC.
than just creating orphaned blocks
Your terminology is also wrong. Empty blocks are not orphans.
