Just like you can't pay for iOS app outside of their appstore.
Just like how Uber, DoorDash, Booking.com are neutral vendors. They don't care from which restaurant you order or which hotel you book. You can filter by customer rating. They make the same either way. Same for iOS or Android apps or Apple Music or Steam.
It is in their interest to keep it fair and have the users decide which of their suppliers wins.
I don't see a difference.
They especially don't care if I'm doing all my transactions though them anyway. The only thing that decides how much I spend, and therefore they make, would be my income.
Keep in mind OpenAI wouldn't be the only game in town, just the first, so if the same query gets a better or cheaper deal somewhere else they would lose me as a customer.