For a for-profit, the pragmatic approach due to Microsoft also being the majority computer provider (We can set aside the investments for the moment - most are in the form of compute credits and come in tranches. OpenAI is not sitting on $10B in cash in their bank accounts or whatever) would make a lot of sense.
But they're a non-profit that operate in accordance to their pipe-dream charter. You and I might be skeptical of it or just think it's generally dumb, but non-profits are allowed to believe in pipe-dreams and pursue them.
At the very least they still issued a poorly worded statement and have not been able to recover from that, but it is quite possible that their attitude towards the investors in the for-profit is entirely consistent with the charter they are supposed to be following.