I would say it was a good thing that did not happen.
Unlike the US in Korea and Vietnam, the USSR wasn't even contemplating using nukes in Afghanistan or elsewhere.
By doing what they've been doing, they won't hurt their stocks.
But this time the atomic bomb will be able to decide by itself whether to incinerate human race.
First, Los Alamos was a project of a democratic government, serving the people of the US and allies. OpenAI is a business that serves itself.
During WWII, the US was in an existential war with the Nazis, also trying to develop nuclear weapons. If the Nazis had built it first, we may have been living now in a very dark world. (Obviously, it also helped defeat Japan.) On the other hand, there are threats if an enemy else develops capabilities that provide large advantages.
At least part of the answer, I think, is that the US government needs to take over development. It already houses the world's top two, most cutting edge technology organizations - the US military and NASA - and there is plenty more (NIST, NIH, nuclear power, etc.); the idea that somehow it's beyond the US government is a conservative trope and obviously false. We don't allow private organizations to develop military weapons (such as missiles and nukes) or bioweapons on their own recognizance; this is no different.
? where did I say that?
Effectively, it's the military power of the US and its allies that prevents people like Vladimir Putin from killing potentially millions of people in their neighbouring countries. Whatever faults US has, it's still infinitely better than Russia. I say this as a citizen of a country that shares a long border with Russia.
While that carries weight, 'the other person is doing it' has long been an excuse for bad behavior. The essential goals are freedom, peace, and prosperity; dealing with Russia and China are means to an end, not the goal. If developing AI doesn't achieve the goal, we are failing.