A rather banal explanation would be that OpenAI is a hot company, and it's execs likely receive very enticing offers from other companies or even potential investor backing.
And three just happen to accept such offers within a day of a major structural transition, but unrelated to it?
Announcing that they’re leaving now might be good timing for some reason, but there’s no particular reason to think these are snap decisions. They may have been considering it for quite a while without announcing their plans.
Hot companies tend to retain their talent, especially as it transitions to a for-profit company. Of course some execs can not cut it at the next stage of growth and have to be replaced, but not everyone. None of Facebook, Google, Microsoft, Netflix, AWS shed top talent like OpenAI is. There is literally no one left from the core OpenAI team from 2 years ago but Sam now.