I'm not saying it's going to happen, and I hope it doesn't, but when I did a little analysis for an idea I have it was absolutely the biggest threat I could see. OpenAI has the ultimate vendor lock-in - there literally isn't an alternative right now.
(This is a giant opportunity if you're a billionaire investor. Providing an AI backend is probably the next cloud infrastructure. OpenAI is going to be the AWS of that industry, but there's room for an Azure or a GCP too.)