Why? If I steal a bunch of unique works of art and store them in my house for only me to see, am I still committing a crime?
Of course, OpenAI and most other "AI" aren't affairs "inside the home"; they are affairs publicly demonstrated far and wide.
But if you simply copied the unique works and stored them, nobody would care. If you then tried to turn around and sell the copies, well, the artist is probably dead anyway and the art is probably public domain, but if not, then yeah it'd be copyright infringement.
If you only copied tiny parts of the art though, then fair use examinations in a court might come into play. It just depends on whether they decide to sue you, like NYT did in this case, while millions of others did not (or just didn't have the resources to).