Disclosure: I work for an Ory competitor.
Yeah, the case study is a little hand-wavey, but from hints on the ChatGPT login page, it seems like they still use Auth0 (at least for the free, consumer facing application that I use).
From https://www.ory.sh/case-studies/openai
"OpenAI is rapidly building its new identity experiences, having already enabled unprecedented logins per second with levels of data transparency and infrastructure flexibility that were not possible with other vendor solutions."
Maybe they are using Ory for new auth experiences?