Why would OpenAI want to use and pay for any of Microsoft's products unless mandated by a contract?
OpenAI has the talent to roll out and run their own ad product that is better and more efficient. Why pay Microsoft for a core part of their (future) business?
P.S. In case you haven't noticed, OpenAI demos are done on Macbooks. Microsoft could not even get them to use Windows.
Microsoft runs many of their demos on MacBooks. You missed the memo that Windows OS is no longer their bread and butter. Go check their GH OSS projects (e.g. .NET) and all of them have have shell scripts alongside PowerShell.