From my understanding there are a lot of companies that need their own package repositories, for a variety of reasons. I listened to a couple podcasts where Charlie Marsh outlined their plans for pyx, and why they felt their entry into that market would be profitable. My guess is that OpenAI just dangled way more money in their faces than what they were likely to get from pyx.
Having a private package index gives you a central place where all employees can install from, without having to screen what each person is installing. Also, if I remember right, there are some large AI and ML focused packages that benefit from an index that's tuned to your specific hardware and workflows.